+863.0%
FTAI vs ALLE
+11.9%
+851.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.8% | -3.0% | -4.3% |
| 7D | -0.2% | -2.2% | +2.0% | +1.1% |
| 30D | -13.6% | -8.3% | -5.3% | -9.4% |
| 3M | -20.6% | +16.3% | -36.8% | -27.5% |
| 6M | -32.6% | +1.8% | -34.4% | -33.5% |
| YTD | -5.4% | -3.9% | -1.4% | -4.6% |
| 1Y | +12.9% | -10.0% | +22.9% | +17.5% |
| 3Y | +428.1% | +45.8% | +382.3% | +304.6% |
| 5Y | +863.0% | +13.3% | +849.7% | +658.9% |
| All | +863.0% | +11.9% | +851.1% | +658.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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