+59.1%
NOC vs FTAI
+890.7%
-831.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | 0.0% |
| 7D | +0.8% | -5.2% | +6.0% | +0.8% |
| 30D | -9.7% | -17.9% | +8.2% | -9.5% |
| 3M | -5.6% | -22.7% | +17.1% | -5.4% |
| 6M | -28.6% | -28.0% | -0.6% | -28.4% |
| YTD | -7.9% | -5.0% | -2.9% | -7.7% |
| 1Y | -9.5% | +10.4% | -19.9% | -9.4% |
| 3Y | +28.4% | +425.2% | -396.9% | +24.1% |
| All | +59.1% | +890.7% | -831.6% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling