+1,828.9%
FTAI vs ALC
+24.0%
+1,804.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.4% |
| 7D | +0.7% | -2.1% | +2.8% | +1.8% |
| 30D | -12.1% | -0.1% | -12.0% | -12.2% |
| 3M | -21.3% | +5.9% | -27.2% | -24.4% |
| 6M | -30.2% | -15.9% | -14.3% | -24.3% |
| YTD | +0.3% | -10.1% | +10.4% | +4.3% |
| 1Y | +27.2% | -10.2% | +37.4% | +31.4% |
| 3Y | +443.9% | -13.6% | +457.4% | +457.5% |
| 5Y | +853.5% | -15.1% | +868.7% | +869.0% |
| All | +1,828.9% | +24.0% | +1,804.9% | +1,282.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling