+2,975.0%
FTAI vs AG
+73.4%
+2,901.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.1% | -2.0% |
| 7D | -9.7% | -5.8% | -3.9% | -8.8% |
| 30D | -20.0% | +6.4% | -26.4% | -21.0% |
| 3M | -20.1% | +28.4% | -48.4% | -23.5% |
| 6M | -33.3% | -24.5% | -8.8% | -30.9% |
| YTD | -8.0% | +21.2% | -29.2% | -11.5% |
| 1Y | +8.0% | +114.1% | -106.1% | -4.5% |
| 3Y | +413.4% | +268.0% | +145.4% | +311.2% |
| 5Y | +858.6% | +67.3% | +791.2% | +710.6% |
| All | +2,975.0% | +73.4% | +2,901.6% | +2,272.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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