+354.3%
FTAI vs ALC
+4.4%
+349.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.6% | -2.1% |
| 7D | +0.2% | -1.1% | +1.3% | +0.4% |
| 30D | +10.7% | +16.0% | -5.4% | +6.4% |
| 3M | -16.4% | +0.8% | -17.2% | -16.7% |
| 6M | -32.2% | +16.8% | -49.0% | -35.6% |
| YTD | -7.7% | -5.5% | -2.2% | -5.9% |
| 1Y | +18.7% | -5.3% | +24.0% | +20.7% |
| 3Y | +354.3% | +4.1% | +350.2% | +372.4% |
| All | +354.3% | +4.4% | +349.9% | +372.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling