+460.7%
FTAI vs AFRM
+221.8%
+239.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +3.9% | +3.1% | +0.8% | +3.2% |
| 30D | -8.8% | -4.2% | -4.6% | -8.3% |
| 3M | -14.5% | +10.1% | -24.6% | -16.6% |
| 6M | -24.0% | +39.4% | -63.4% | -29.9% |
| YTD | +0.5% | -3.2% | +3.6% | -0.7% |
| 1Y | +19.1% | -16.1% | +35.2% | +19.9% |
| 3Y | +460.7% | +220.8% | +240.0% | +313.9% |
| All | +460.7% | +221.8% | +239.0% | +313.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling