-7.5%
NOC vs FTAI
+7.0%
-14.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -10.5% | +6.0% | -3.9% |
| 7D | -5.0% | +7.4% | -12.4% | -5.3% |
| 30D | +10.3% | +9.0% | +1.3% | +9.8% |
| 3M | -4.3% | -18.9% | +14.6% | -3.3% |
| 6M | -6.5% | -24.9% | +18.4% | -5.7% |
| YTD | -6.7% | -8.3% | +1.5% | -6.9% |
| 1Y | -7.5% | +16.5% | -24.0% | -7.6% |
| All | -7.5% | +7.0% | -14.5% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling