+425.2%
FTAI vs AFL
+63.5%
+361.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.0% |
| 7D | -5.2% | -1.6% | -3.6% | -4.6% |
| 30D | -17.9% | -4.0% | -13.9% | -16.7% |
| 3M | -22.7% | -0.5% | -22.2% | -23.2% |
| 6M | -28.0% | +6.5% | -34.5% | -31.6% |
| YTD | -5.0% | +6.2% | -11.1% | -10.1% |
| 1Y | +10.4% | +8.3% | +2.1% | +2.5% |
| 3Y | +425.2% | +62.5% | +362.7% | +323.7% |
| All | +425.2% | +63.5% | +361.7% | +323.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 3y: compounded portfolio wealth divided by compounded AFL 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…
3y analysis · Full analysis span regression · 6 months rolling