-10.4%
DOW vs FTAI
+1,779.6%
-1,790.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.9% | +3.9% | -6.8% | -3.6% |
| 30D | +2.0% | -8.8% | +10.8% | +3.2% |
| 3M | -12.5% | -14.5% | +1.9% | -11.3% |
| 6M | -9.2% | -24.0% | +14.8% | -7.8% |
| YTD | +30.8% | +0.5% | +30.3% | +24.3% |
| 1Y | +29.4% | +19.1% | +10.3% | +17.7% |
| 3Y | -34.6% | +460.7% | -495.3% | -65.0% |
| 5Y | -35.9% | +947.3% | -983.3% | -72.8% |
| All | -10.4% | +1,779.6% | -1,790.0% | -57.1% |
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