+785.1%
FTAI vs ALHC
-33.8%
+818.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +3.5% |
| 7D | -5.2% | -6.9% | +1.7% | -4.4% |
| 30D | -17.9% | -6.7% | -11.2% | -17.2% |
| 3M | -22.7% | -37.7% | +15.0% | -18.8% |
| 6M | -28.0% | -30.0% | +2.0% | -26.1% |
| YTD | -5.0% | -36.2% | +31.2% | -1.3% |
| 1Y | +10.4% | -22.9% | +33.3% | +11.8% |
| 3Y | +425.2% | +138.4% | +286.9% | +341.8% |
| 5Y | +890.3% | -32.8% | +923.1% | +798.4% |
| All | +785.1% | -33.8% | +818.9% | +717.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling