+19.0%
DIS vs FTAI
+2,405.9%
-2,386.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.5% |
| 7D | +0.9% | +12.9% | -12.0% | -1.3% |
| 30D | +8.9% | +9.9% | -1.0% | +6.4% |
| 3M | +14.5% | -19.1% | +33.7% | +17.0% |
| 6M | +12.2% | -30.9% | +43.1% | +16.7% |
| YTD | +4.7% | -6.3% | +11.1% | +1.7% |
| 1Y | +2.8% | +20.0% | -17.2% | -4.8% |
| 3Y | +38.1% | +363.0% | -324.8% | -12.4% |
| 5Y | -23.6% | +864.8% | -888.4% | -60.3% |
| 10Y | +31.4% | +2,705.3% | -2,673.9% | -46.1% |
| All | +19.0% | +2,405.9% | -2,386.9% | -49.1% |
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