+214.5%
BAC vs FTAI
+2,699.0%
-2,484.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.5% |
| 7D | +1.5% | +12.9% | -11.3% | -1.1% |
| 30D | -6.4% | +9.9% | -16.3% | -9.0% |
| 3M | -21.7% | -19.1% | -2.6% | -19.5% |
| 6M | +0.5% | -30.9% | +31.4% | +5.5% |
| YTD | -6.7% | -6.3% | -0.3% | -9.9% |
| 1Y | -4.7% | +20.0% | -24.7% | -13.2% |
| 3Y | +96.1% | +363.0% | -266.9% | +10.4% |
| 5Y | +21.7% | +864.8% | -843.1% | -47.0% |
| All | +214.5% | +2,699.0% | -2,484.5% | +6.4% |
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 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