+3,076.9%
FTAI vs AGI
+392.3%
+2,684.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.2% |
| 7D | -5.2% | -2.7% | -2.5% | -4.8% |
| 30D | -17.9% | +7.2% | -25.2% | -18.8% |
| 3M | -22.7% | +4.3% | -27.0% | -23.4% |
| 6M | -28.0% | -27.1% | -0.9% | -25.3% |
| YTD | -5.0% | -6.6% | +1.7% | -4.5% |
| 1Y | +10.4% | +9.5% | +0.9% | +8.8% |
| 3Y | +425.2% | +208.4% | +216.8% | +373.9% |
| 5Y | +890.3% | +401.6% | +488.7% | +766.0% |
| All | +3,076.9% | +392.3% | +2,684.6% | +2,695.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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