+1,099.5%
FTAI vs AFRM
-20.4%
+1,119.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.1% | -1.2% |
| 7D | +0.7% | -7.0% | +7.6% | +1.7% |
| 30D | -12.1% | -7.8% | -4.3% | -11.2% |
| 3M | -21.3% | +5.3% | -26.7% | -22.1% |
| 6M | -30.2% | +42.6% | -72.9% | -34.1% |
| YTD | +0.3% | -2.8% | +3.1% | -0.5% |
| 1Y | +27.2% | -19.3% | +46.5% | +28.6% |
| 3Y | +443.9% | +231.0% | +212.9% | +337.4% |
| 5Y | +853.5% | -22.2% | +875.8% | +654.6% |
| All | +1,099.5% | -20.4% | +1,119.9% | +861.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling