+863.0%
FTAI vs ALHC
-27.5%
+890.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.2% | -2.6% | -5.4% |
| 7D | -0.2% | -4.1% | +3.9% | +0.3% |
| 30D | -13.6% | -5.4% | -8.2% | -13.1% |
| 3M | -20.6% | -32.1% | +11.6% | -17.3% |
| 6M | -32.6% | -28.5% | -4.1% | -30.9% |
| YTD | -5.4% | -34.0% | +28.7% | -2.0% |
| 1Y | +12.9% | -20.9% | +33.8% | +14.0% |
| 3Y | +428.1% | +151.5% | +276.6% | +336.3% |
| 5Y | +863.0% | -28.8% | +891.8% | +741.1% |
| All | +863.0% | -27.5% | +890.5% | +741.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling