+145.3%
AMT vs FTAI
+2,582.9%
-2,437.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | -0.2% | +0.7% | -0.9% | -0.3% |
| 30D | +4.6% | -12.1% | +16.7% | +5.5% |
| 3M | -8.4% | -21.3% | +12.9% | -7.3% |
| 6M | -6.0% | -30.2% | +24.2% | -4.4% |
| YTD | +2.1% | +0.3% | +1.9% | +0.7% |
| 1Y | -6.4% | +27.2% | -33.5% | -9.9% |
| 3Y | +8.1% | +443.9% | -435.8% | -17.3% |
| 5Y | -31.9% | +853.5% | -885.5% | -52.7% |
| 10Y | +97.1% | +3,169.1% | -3,072.0% | +17.5% |
| All | +145.3% | +2,582.9% | -2,437.6% | +45.3% |
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