+833.7%
FTAI vs ALHC
-28.9%
+862.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | +0.7% | -0.6% | +1.3% | +0.7% |
| 30D | -12.1% | -1.0% | -11.1% | -12.1% |
| 3M | -21.3% | -10.2% | -11.2% | -21.4% |
| 6M | -30.2% | -28.3% | -1.9% | -28.6% |
| YTD | +0.3% | -31.4% | +31.7% | +3.3% |
| 1Y | +27.2% | -16.9% | +44.1% | +27.6% |
| 3Y | +443.9% | +135.5% | +308.4% | +358.9% |
| 5Y | +853.5% | -33.6% | +887.2% | +761.7% |
| All | +833.7% | -28.9% | +862.6% | +755.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling