+1,004.0%
FTAI vs AFRM
-28.4%
+1,032.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | +0.2% | -4.4% | +4.6% | +0.9% |
| 30D | +10.7% | -7.7% | +18.3% | +11.9% |
| 3M | -16.4% | -16.9% | +0.4% | -14.4% |
| 6M | -32.2% | +2.5% | -34.7% | -32.8% |
| YTD | -7.7% | -12.5% | +4.8% | -7.2% |
| 1Y | +18.7% | -11.0% | +29.8% | +18.9% |
| 3Y | +354.3% | +184.6% | +169.7% | +275.0% |
| 5Y | +850.7% | -56.3% | +907.0% | +671.2% |
| All | +1,004.0% | -28.4% | +1,032.4% | +796.8% |
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