+8.0%
FTAI vs ALC
-15.7%
+23.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | 0.0% | -2.7% |
| 7D | -9.7% | -7.7% | -2.0% | -9.5% |
| 30D | -20.0% | -11.7% | -8.3% | -19.7% |
| 3M | -20.1% | +0.7% | -20.7% | -20.1% |
| 6M | -33.3% | -17.1% | -16.2% | -30.8% |
| YTD | -8.0% | -15.1% | +7.1% | -3.7% |
| 1Y | +8.0% | -14.1% | +22.1% | +12.6% |
| All | +8.0% | -15.7% | +23.6% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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