+6.0%
DIS vs FTAI
+2,582.9%
-2,576.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.5% |
| 7D | -2.6% | +0.7% | -3.2% | -2.8% |
| 30D | +3.5% | -12.1% | +15.6% | +5.4% |
| 3M | +6.8% | -21.3% | +28.2% | +10.1% |
| 6M | +3.0% | -30.2% | +33.2% | +7.2% |
| YTD | -6.7% | +0.3% | -7.0% | -9.4% |
| 1Y | -10.1% | +27.2% | -37.2% | -17.1% |
| 3Y | +33.0% | +443.9% | -410.8% | -17.6% |
| 5Y | -40.0% | +853.5% | -893.5% | -68.4% |
| 10Y | +21.1% | +3,169.1% | -3,148.0% | -50.6% |
| All | +6.0% | +2,582.9% | -2,576.9% | -54.7% |
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