+230.3%
QCOM vs FTAI
+2,582.9%
-2,352.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | +3.3% | +0.7% | +2.7% | +3.0% |
| 30D | +7.7% | -12.1% | +19.8% | +10.4% |
| 3M | -30.1% | -21.3% | -8.7% | -26.6% |
| 6M | +22.8% | -30.2% | +53.1% | +31.3% |
| YTD | +0.2% | +0.3% | -0.1% | -1.5% |
| 1Y | +7.9% | +27.2% | -19.3% | -0.1% |
| 3Y | +55.8% | +443.9% | -388.0% | -4.5% |
| 5Y | +30.1% | +853.5% | -823.5% | -31.8% |
| 10Y | +248.9% | +3,169.1% | -2,920.2% | +43.6% |
| All | +230.3% | +2,582.9% | -2,352.6% | +36.4% |
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 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