+392.9%
BAC vs FTAI
+3,098.4%
-2,705.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -0.5% |
| 7D | 0.0% | -5.2% | +5.2% | +1.0% |
| 30D | -2.8% | -17.9% | +15.1% | +0.8% |
| 3M | +14.2% | -22.7% | +37.0% | +19.1% |
| 6M | +30.5% | -28.0% | +58.6% | +36.0% |
| YTD | +15.8% | -5.0% | +20.8% | +12.8% |
| 1Y | +26.2% | +10.4% | +15.8% | +17.8% |
| 3Y | +136.5% | +425.2% | -288.7% | +29.7% |
| 5Y | +75.9% | +890.3% | -814.4% | -23.3% |
| All | +392.9% | +3,098.4% | -2,705.5% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling