+3,076.9%
FTAI vs AJG
+473.1%
+2,603.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +3.9% |
| 7D | -5.2% | -8.3% | +3.1% | -1.4% |
| 30D | -17.9% | -5.7% | -12.2% | -15.9% |
| 3M | -22.7% | +9.1% | -31.8% | -27.6% |
| 6M | -28.0% | +15.2% | -43.2% | -35.4% |
| YTD | -5.0% | -6.3% | +1.3% | -5.0% |
| 1Y | +10.4% | -19.1% | +29.5% | +19.7% |
| 3Y | +425.2% | +8.2% | +417.0% | +368.4% |
| 5Y | +890.3% | +75.6% | +814.7% | +547.1% |
| All | +3,076.9% | +473.1% | +2,603.8% | +1,218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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