+863.0%
FTAI vs ALB
-43.9%
+906.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.8% | -3.0% | -5.1% |
| 7D | -0.2% | -8.6% | +8.4% | +1.9% |
| 30D | -13.6% | -4.0% | -9.6% | -13.0% |
| 3M | -20.6% | -17.4% | -3.2% | -17.1% |
| 6M | -32.6% | -25.4% | -7.2% | -28.4% |
| YTD | -5.4% | -10.5% | +5.2% | -4.3% |
| 1Y | +12.9% | +75.8% | -62.9% | -3.7% |
| 3Y | +428.1% | -28.5% | +456.6% | +425.5% |
| 5Y | +863.0% | -45.1% | +908.1% | +911.6% |
| All | +863.0% | -43.9% | +906.9% | +911.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 5y: compounded portfolio wealth divided by compounded ALB 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…
5y analysis · Full analysis span regression · 6 months rolling