+1,670.8%
ASML vs FTAI
+3,182.5%
-1,511.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.7% | +4.6% |
| 7D | +1.1% | +0.7% | +0.4% | +0.7% |
| 30D | +2.2% | -12.1% | +14.3% | +5.5% |
| 3M | -2.3% | -21.3% | +19.0% | +3.6% |
| 6M | +23.0% | -30.2% | +53.2% | +33.5% |
| YTD | +61.1% | +0.3% | +60.8% | +58.7% |
| 1Y | +129.1% | +27.2% | +101.9% | +110.6% |
| 3Y | +165.4% | +443.9% | -278.5% | +43.3% |
| 5Y | +109.5% | +853.5% | -744.1% | -7.5% |
| All | +1,670.8% | +3,182.5% | -1,511.7% | +482.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FTAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling