+56.4%
FCX vs FTAI
+11.7%
+44.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -1.4% |
| 7D | -2.3% | -5.2% | +2.9% | -0.5% |
| 30D | +2.7% | -17.9% | +20.6% | +9.7% |
| 3M | +7.4% | -22.7% | +30.1% | +16.2% |
| 6M | +16.0% | -28.0% | +44.0% | +27.0% |
| YTD | +40.9% | -5.0% | +45.9% | +41.1% |
| 1Y | +56.4% | +10.4% | +46.0% | +43.6% |
| All | +56.4% | +11.7% | +44.8% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling