+20.2%
AGG vs FTAI
+2,443.2%
-2,423.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.1% |
| 7D | -1.1% | -5.2% | +4.2% | -1.0% |
| 30D | -1.1% | -17.9% | +16.8% | -0.9% |
| 3M | -1.9% | -22.7% | +20.8% | -1.7% |
| 6M | -1.7% | -28.0% | +26.3% | -1.4% |
| YTD | -1.3% | -5.0% | +3.7% | -1.4% |
| 1Y | -0.7% | +10.4% | -11.1% | -1.1% |
| 3Y | +12.5% | +425.2% | -412.8% | +8.3% |
| 5Y | -2.5% | +890.3% | -892.8% | -7.6% |
| 10Y | +14.2% | +3,106.5% | -3,092.3% | +4.5% |
| All | +20.2% | +2,443.2% | -2,423.0% | +9.4% |
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