+10.4%
FTAI vs AJG
-17.2%
+27.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +2.9% |
| 7D | -5.2% | -8.3% | +3.1% | -8.1% |
| 30D | -17.9% | -5.7% | -12.2% | -19.4% |
| 3M | -22.7% | +9.1% | -31.8% | -20.5% |
| 6M | -28.0% | +15.2% | -43.2% | -24.1% |
| YTD | -5.0% | -6.3% | +1.3% | -1.2% |
| 1Y | +10.4% | -19.1% | +29.5% | +20.4% |
| All | +10.4% | -17.2% | +27.6% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling