+1,036.6%
FTAI vs ABCL
-81.9%
+1,118.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.4% | -2.4% | -5.3% |
| 7D | -0.2% | -2.7% | +2.5% | +0.3% |
| 30D | -13.6% | +18.3% | -32.0% | -16.1% |
| 3M | -20.6% | +108.5% | -129.1% | -30.4% |
| 6M | -32.6% | +213.9% | -246.5% | -44.6% |
| YTD | -5.4% | +223.1% | -228.5% | -23.0% |
| 1Y | +12.9% | +160.6% | -147.7% | -6.1% |
| 3Y | +428.1% | +104.3% | +323.9% | +328.5% |
| 5Y | +863.0% | -40.0% | +903.1% | +726.4% |
| All | +1,036.6% | -81.9% | +1,118.4% | +900.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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