+294.4%
NOC vs FTAI
+2,432.1%
-2,137.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.2% | -0.3% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -10.4% | -13.6% | +3.3% | -9.9% |
| 3M | -5.6% | -20.6% | +15.0% | -4.9% |
| 6M | -30.4% | -32.6% | +2.2% | -29.5% |
| YTD | -8.5% | -5.4% | -3.1% | -8.8% |
| 1Y | -8.3% | +12.9% | -21.2% | -9.5% |
| 3Y | +28.2% | +428.1% | -399.9% | +11.5% |
| 5Y | +56.7% | +863.0% | -806.3% | +28.2% |
| 10Y | +189.3% | +3,092.6% | -2,903.2% | +124.1% |
| All | +294.4% | +2,432.1% | -2,137.7% | +225.8% |
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