+49.3%
FERG vs FTAI
+407.3%
-357.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.6% |
| 7D | -1.0% | -9.7% | +8.7% | +0.3% |
| 30D | -11.8% | -20.0% | +8.2% | -9.3% |
| 3M | -1.2% | -20.1% | +18.8% | +1.2% |
| 6M | -2.3% | -33.3% | +31.0% | +1.7% |
| YTD | +0.8% | -8.0% | +8.8% | +1.0% |
| 1Y | +0.5% | +8.0% | -7.5% | -1.6% |
| All | +49.3% | +407.3% | -357.9% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling