+863.0%
FTAI vs ALK
-28.1%
+891.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -5.3% |
| 7D | -0.2% | -3.0% | +2.8% | +1.3% |
| 30D | -13.6% | -14.6% | +1.0% | -6.8% |
| 3M | -20.6% | -10.6% | -10.0% | -16.6% |
| 6M | -32.6% | -6.7% | -25.9% | -31.0% |
| YTD | -5.4% | -19.8% | +14.4% | +2.9% |
| 1Y | +12.9% | -35.2% | +48.1% | +34.9% |
| 3Y | +428.1% | +1.4% | +426.7% | +377.1% |
| 5Y | +863.0% | -30.7% | +893.7% | +897.3% |
| All | +863.0% | -28.1% | +891.1% | +897.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling