-18.1%
AZN vs FTAI
-34.6%
+16.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +1.9% |
| 7D | -3.1% | -9.7% | +6.6% | -2.6% |
| 30D | +0.6% | -20.0% | +20.6% | +1.4% |
| 3M | -10.8% | -20.1% | +9.3% | -10.5% |
| 6M | -18.1% | -33.3% | +15.2% | -16.2% |
| All | -18.1% | -34.6% | +16.5% | -16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling