+217.2%
AZN vs FTAI
+2,361.6%
-2,144.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +1.9% |
| 7D | -3.1% | -9.7% | +6.6% | -2.4% |
| 30D | +0.6% | -20.0% | +20.6% | +2.1% |
| 3M | -10.8% | -20.1% | +9.3% | -9.7% |
| 6M | -18.1% | -33.3% | +15.2% | -16.4% |
| YTD | -12.3% | -8.0% | -4.3% | -12.8% |
| 1Y | -0.2% | +8.0% | -8.2% | -2.3% |
| 3Y | +23.4% | +413.4% | -390.1% | +1.3% |
| 5Y | +56.4% | +858.6% | -802.2% | +19.2% |
| 10Y | +225.7% | +3,003.7% | -2,778.0% | +126.3% |
| All | +217.2% | +2,361.6% | -2,144.4% | +125.7% |
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