+1,333.4%
ASML vs FTAI
+2,364.0%
-1,030.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +11.0% | -5.9% | +2.1% |
| 7D | -9.0% | -3.7% | -5.3% | -8.2% |
| 30D | -21.0% | +3.1% | -24.1% | -22.0% |
| 3M | -16.3% | -18.3% | +2.0% | -12.7% |
| 6M | -7.5% | -36.6% | +29.1% | +2.6% |
| YTD | +34.0% | -7.9% | +41.9% | +34.0% |
| 1Y | +39.3% | +12.0% | +27.3% | +32.2% |
| 3Y | +128.9% | +361.5% | -232.7% | +33.3% |
| 5Y | +76.1% | +819.9% | -743.8% | -17.5% |
| 10Y | +1,428.4% | +2,737.4% | -1,309.1% | +437.4% |
| All | +1,333.4% | +2,364.0% | -1,030.6% | +409.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling