-56.4%
FICO vs FTAI
+7.0%
-63.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -10.5% | +7.3% | -3.8% |
| 7D | +0.4% | +7.4% | -7.0% | +1.1% |
| 30D | +1.7% | +9.0% | -7.4% | +2.6% |
| 3M | -33.0% | -18.9% | -14.1% | -33.9% |
| 6M | -33.9% | -24.9% | -9.0% | -34.9% |
| YTD | -58.5% | -8.3% | -50.3% | -58.3% |
| 1Y | -56.4% | +16.5% | -72.9% | -55.7% |
| All | -56.4% | +7.0% | -63.4% | -55.7% |
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 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