+3,644.4%
FIX vs FTAI
+2,794.9%
+849.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.6% | +1.0% |
| 7D | -13.9% | -6.1% | -7.8% | -11.9% |
| 30D | -35.5% | +10.9% | -46.4% | -37.5% |
| 3M | -33.9% | -12.1% | -21.8% | -31.6% |
| 6M | -43.3% | -30.0% | -13.3% | -37.5% |
| YTD | +18.7% | -3.7% | +22.4% | +18.8% |
| 1Y | +13.8% | +14.8% | -1.0% | +8.2% |
| 3Y | +495.0% | +376.0% | +119.0% | +239.9% |
| 5Y | +1,049.0% | +886.6% | +162.5% | +420.2% |
| 10Y | +3,644.4% | +2,741.2% | +903.2% | +1,250.3% |
| All | +3,644.4% | +2,794.9% | +849.6% | +1,250.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling