+168.2%
AMT vs FTAI
+2,518.4%
-2,350.1%
-45.3%
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% | -0.2% |
| 7D | -2.4% | +6.7% | -9.0% | -2.9% |
| 30D | +4.2% | +15.7% | -11.5% | +2.8% |
| 3M | +13.4% | -14.9% | +28.3% | +14.1% |
| 6M | +9.4% | -31.4% | +40.8% | +11.4% |
| YTD | +11.7% | -2.1% | +13.8% | +9.8% |
| 1Y | +7.1% | +23.6% | -16.5% | +3.2% |
| 3Y | +15.1% | +383.8% | -368.7% | -11.0% |
| 5Y | -17.9% | +913.3% | -931.2% | -43.4% |
| 10Y | +133.5% | +2,831.2% | -2,697.7% | +39.7% |
| All | +168.2% | +2,518.4% | -2,350.1% | +58.4% |
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