-41.5%
DIS vs FTAI
+891.0%
-932.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -1.1% | +3.9% | -5.0% | -1.7% |
| 30D | +0.1% | -8.8% | +9.0% | +1.1% |
| 3M | +7.1% | -14.5% | +21.5% | +8.5% |
| 6M | +4.3% | -24.0% | +28.3% | +6.5% |
| YTD | -6.9% | +0.5% | -7.4% | -9.2% |
| 1Y | -10.3% | +19.1% | -29.4% | -15.4% |
| 3Y | +32.8% | +460.7% | -427.9% | -20.7% |
| 5Y | -41.5% | +947.3% | -988.8% | -72.8% |
| All | -41.5% | +891.0% | -932.5% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling