+2,617.3%
FTAI vs ACM
+132.6%
+2,484.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.8% |
| 7D | +0.2% | +5.6% | -5.4% | -2.9% |
| 30D | +10.7% | +20.8% | -10.2% | -1.0% |
| 3M | -16.4% | +11.4% | -27.8% | -21.9% |
| 6M | -32.2% | +0.9% | -33.2% | -34.2% |
| YTD | -7.7% | -24.8% | +17.1% | +6.2% |
| 1Y | +18.7% | -46.4% | +65.2% | +67.8% |
| 3Y | +354.3% | -9.2% | +363.5% | +352.5% |
| 5Y | +850.7% | +5.0% | +845.7% | +760.0% |
| All | +2,617.3% | +132.6% | +2,484.7% | +1,427.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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