-20.4%
FIS vs FTAI
+2,582.9%
-2,603.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.7% |
| 7D | +1.1% | +0.7% | +0.4% | +1.0% |
| 30D | -2.2% | -12.1% | +9.9% | -0.8% |
| 3M | +2.1% | -21.3% | +23.5% | +4.5% |
| 6M | -14.7% | -30.2% | +15.6% | -12.2% |
| YTD | -35.7% | +0.3% | -36.0% | -37.7% |
| 1Y | -37.1% | +27.2% | -64.2% | -41.7% |
| 3Y | -20.0% | +443.9% | -463.9% | -48.0% |
| 5Y | -62.1% | +853.5% | -915.7% | -78.6% |
| 10Y | -37.4% | +3,169.1% | -3,206.5% | -71.3% |
| All | -20.4% | +2,582.9% | -2,603.3% | -64.3% |
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 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