+455.2%
FTAI vs ALHC
+159.8%
+295.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +3.9% | -1.0% | +4.9% | +4.0% |
| 30D | -8.8% | -6.3% | -2.5% | -8.3% |
| 3M | -14.5% | -12.3% | -2.2% | -14.3% |
| 6M | -24.0% | -27.0% | +3.0% | -22.6% |
| YTD | +0.5% | -31.8% | +32.3% | +3.2% |
| 1Y | +19.1% | -17.0% | +36.1% | +20.1% |
| All | +455.2% | +159.8% | +295.4% | +432.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling