+2,582.9%
FTAI vs ACGL
+392.2%
+2,190.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -0.7% |
| 7D | +0.7% | -0.7% | +1.4% | +1.1% |
| 30D | -12.1% | -1.0% | -11.1% | -11.7% |
| 3M | -21.3% | +11.0% | -32.4% | -26.5% |
| 6M | -30.2% | -0.3% | -29.9% | -31.0% |
| YTD | +0.3% | +2.3% | -2.0% | -2.9% |
| 1Y | +27.2% | +6.4% | +20.8% | +19.7% |
| 3Y | +443.9% | +34.0% | +409.9% | +345.6% |
| 5Y | +853.5% | +161.6% | +691.9% | +430.4% |
| 10Y | +3,169.1% | +278.6% | +2,890.5% | +1,476.9% |
| All | +2,582.9% | +392.2% | +2,190.7% | +1,047.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling