+294.2%
BAC vs FTAI
+2,369.3%
-2,075.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | +3.2% | +0.2% | +3.0% | +3.1% |
| 30D | -0.7% | +10.7% | -11.4% | -3.6% |
| 3M | -20.0% | -16.4% | -3.6% | -18.4% |
| 6M | +3.4% | -32.2% | +35.6% | +8.9% |
| YTD | -5.7% | -7.7% | +2.0% | -8.7% |
| 1Y | -1.4% | +18.7% | -20.2% | -9.8% |
| 3Y | +97.9% | +354.3% | -256.4% | +15.2% |
| 5Y | +22.9% | +850.7% | -827.8% | -43.8% |
| 10Y | +235.3% | +2,664.3% | -2,429.0% | +13.6% |
| All | +294.2% | +2,369.3% | -2,075.1% | +35.2% |
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