-2.4%
BAC vs FTAI
+17.6%
-20.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | 0.0% |
| 7D | +1.5% | +12.9% | -11.3% | +0.5% |
| 30D | -6.4% | +9.9% | -16.3% | -7.5% |
| 3M | -21.7% | -19.1% | -2.6% | -20.7% |
| 6M | +0.5% | -30.9% | +31.4% | +2.5% |
| YTD | -6.7% | -6.3% | -0.3% | -9.0% |
| All | -2.4% | +17.6% | -20.0% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling