+947.3%
FTAI vs ACGL
+158.6%
+788.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.3% |
| 7D | +3.9% | -2.9% | +6.9% | +5.4% |
| 30D | -8.8% | -2.8% | -6.0% | -7.8% |
| 3M | -14.5% | +6.8% | -21.3% | -18.2% |
| 6M | -24.0% | -1.5% | -22.5% | -24.4% |
| YTD | +0.5% | -0.2% | +0.7% | -1.4% |
| 1Y | +19.1% | +5.3% | +13.8% | +12.7% |
| 3Y | +460.7% | +30.3% | +430.5% | +367.1% |
| 5Y | +947.3% | +151.8% | +795.5% | +537.0% |
| All | +947.3% | +158.6% | +788.7% | +537.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling