+82.7%
ASML vs FTAI
+848.5%
-765.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.3% |
| 7D | +4.9% | +0.2% | +4.7% | +4.8% |
| 30D | -9.3% | +10.7% | -19.9% | -12.6% |
| 3M | -19.0% | -16.4% | -2.6% | -15.6% |
| 6M | -5.2% | -32.2% | +27.0% | +4.5% |
| YTD | +40.6% | -7.7% | +48.3% | +40.3% |
| 1Y | +47.5% | +18.7% | +28.8% | +36.5% |
| 3Y | +133.9% | +354.3% | -220.4% | +4.0% |
| All | +82.7% | +848.5% | -765.8% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling