+1,056.3%
FTAI vs ABCL
-79.6%
+1,135.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.9% | -5.2% |
| 7D | -6.1% | +2.3% | -8.4% | -6.3% |
| 30D | +10.9% | -0.7% | +11.6% | +10.8% |
| 3M | -12.1% | +33.4% | -45.5% | -16.6% |
| 6M | -30.0% | +137.8% | -167.8% | -40.5% |
| YTD | -3.7% | +264.3% | -268.0% | -23.5% |
| 1Y | +14.8% | +209.2% | -194.4% | -7.0% |
| 3Y | +376.0% | +208.4% | +167.5% | +266.2% |
| 5Y | +886.6% | -11.9% | +898.4% | +722.4% |
| All | +1,056.3% | -79.6% | +1,135.9% | +894.0% |
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