+12.9%
FTAI vs ACGL
+5.7%
+7.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -5.7% |
| 7D | -0.2% | -2.1% | +1.9% | -0.8% |
| 30D | -13.6% | -2.2% | -11.5% | -14.1% |
| 3M | -20.6% | +6.3% | -26.9% | -19.6% |
| 6M | -32.6% | +0.5% | -33.1% | -32.0% |
| YTD | -5.4% | +0.2% | -5.6% | -4.1% |
| 1Y | +12.9% | +7.3% | +5.6% | +16.4% |
| All | +12.9% | +5.7% | +7.1% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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