+245.6%
QCOM vs FTAI
+2,518.4%
-2,272.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.1% | +1.4% |
| 7D | +2.0% | +6.7% | -4.7% | +0.4% |
| 30D | +1.2% | +15.7% | -14.5% | -2.8% |
| 3M | +9.1% | -14.9% | +24.0% | +11.7% |
| 6M | -25.0% | -31.4% | +6.4% | -19.5% |
| YTD | +4.8% | -2.1% | +7.0% | +2.6% |
| 1Y | +3.6% | +23.6% | -20.0% | -4.0% |
| 3Y | +51.5% | +383.8% | -332.3% | -5.4% |
| 5Y | +19.7% | +913.3% | -893.6% | -38.3% |
| 10Y | +245.8% | +2,831.2% | -2,585.4% | +43.5% |
| All | +245.6% | +2,518.4% | -2,272.8% | +42.1% |
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