+2,975.0%
FTAI vs ALK
-37.3%
+3,012.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.5% |
| 7D | -9.7% | -3.1% | -6.6% | -8.3% |
| 30D | -20.0% | -17.1% | -2.9% | -12.8% |
| 3M | -20.1% | -3.8% | -16.3% | -19.0% |
| 6M | -33.3% | -5.3% | -28.0% | -32.1% |
| YTD | -8.0% | -20.3% | +12.3% | +0.4% |
| 1Y | +8.0% | -36.0% | +43.9% | +28.9% |
| 3Y | +413.4% | +0.8% | +412.7% | +371.3% |
| 5Y | +858.6% | -28.5% | +887.1% | +909.9% |
| All | +2,975.0% | -37.3% | +3,012.3% | +2,620.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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