+2,405.9%
FTAI vs ALK
-34.7%
+2,440.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.8% | +0.5% | -2.1% |
| 7D | +12.9% | +0.9% | +11.9% | +12.6% |
| 30D | +9.9% | +3.3% | +6.6% | +7.5% |
| 3M | -19.1% | -17.6% | -1.6% | -12.6% |
| 6M | -30.9% | +0.8% | -31.7% | -32.2% |
| YTD | -6.3% | -22.4% | +16.0% | +2.4% |
| 1Y | +20.0% | -10.1% | +30.1% | +22.5% |
| 3Y | +363.0% | +14.0% | +349.0% | +304.6% |
| 5Y | +864.8% | -29.8% | +894.6% | +924.0% |
| 10Y | +2,705.3% | -44.8% | +2,750.0% | +2,521.1% |
| All | +2,405.9% | -34.7% | +2,440.6% | +2,181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling