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  • FTAI vs RY✓SelectedUSD · RYFTAI vs RY performance historyLatest closeAs of-1.56%09/04
Stock and ETF performance explorer

FTAI vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,582.9%
RY return
+379.3%
Excess return
+2,203.6%
Maximum drawdown
-72.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D-1.6%-0.7%-0.9%-0.9%
7D+0.7%+3.1%-2.4%-2.0%
30D-12.1%-0.3%-11.8%-11.8%
3M-21.3%+8.7%-30.0%-26.7%
6M-30.2%+28.5%-58.8%-43.4%
YTD+0.3%+25.1%-24.8%-16.9%
1Y+27.2%+46.3%-19.1%-7.8%
3Y+443.9%+154.9%+288.9%+143.6%
5Y+853.5%+140.3%+713.2%+350.8%
10Y+3,169.1%+377.0%+2,792.0%+886.9%
All+2,582.9%+379.3%+2,203.6%+679.7%

Cumulative growth

Daily Returns

Daily percentage return beside RY.

Daily Out/Under-Performance

Portfolio return minus RY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RY 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 RY 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