+80.4%
IBM vs FTAI
+369.5%
-289.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -1.2% |
| 7D | -0.3% | +12.9% | -13.2% | -1.2% |
| 30D | +6.8% | +9.9% | -3.1% | +5.8% |
| 3M | +4.4% | -19.1% | +23.5% | +5.4% |
| 6M | +13.2% | -30.9% | +44.1% | +15.0% |
| YTD | -15.1% | -6.3% | -8.8% | -16.9% |
| 1Y | -20.2% | +20.0% | -40.2% | -23.9% |
| All | +80.4% | +369.5% | -289.1% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling