+1,131.4%
GOOG vs FTAI
+2,432.1%
-1,300.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.8% | +3.7% | -1.2% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -7.7% | -13.6% | +6.0% | -5.9% |
| 3M | -9.3% | -20.6% | +11.3% | -6.7% |
| 6M | +7.4% | -32.6% | +40.0% | +12.3% |
| YTD | +4.9% | -5.4% | +10.2% | +3.9% |
| 1Y | +37.2% | +12.9% | +24.3% | +31.9% |
| 3Y | +141.6% | +428.1% | -286.5% | +68.3% |
| 5Y | +128.8% | +863.0% | -734.3% | +39.8% |
| 10Y | +772.7% | +3,092.6% | -2,319.8% | +361.5% |
| All | +1,131.4% | +2,432.1% | -1,300.7% | +567.2% |
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