+1,032.1%
FTAI vs AFRM
-25.0%
+1,057.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.5% | -0.4% | -5.0% |
| 7D | -0.2% | -8.0% | +7.8% | +1.1% |
| 30D | -13.6% | -9.8% | -3.9% | -12.5% |
| 3M | -20.6% | +4.7% | -25.2% | -21.3% |
| 6M | -32.6% | +34.1% | -66.7% | -35.7% |
| YTD | -5.4% | -8.4% | +3.1% | -5.2% |
| 1Y | +12.9% | -22.9% | +35.8% | +15.0% |
| 3Y | +428.1% | +203.3% | +224.8% | +329.9% |
| 5Y | +863.0% | -26.0% | +889.0% | +668.7% |
| All | +1,032.1% | -25.0% | +1,057.1% | +815.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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