-58.8%
FICO vs FTAI
+19.7%
-78.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.3% | -7.6% | +3.2% |
| 7D | -0.1% | +0.5% | -0.6% | 0.0% |
| 30D | +8.4% | +17.0% | -8.6% | +9.8% |
| 3M | -30.5% | -7.8% | -22.7% | -30.9% |
| 6M | -35.7% | -26.2% | -9.6% | -36.5% |
| YTD | -57.2% | +1.6% | -58.8% | -56.7% |
| All | -58.8% | +19.7% | -78.5% | -57.9% |
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