+2,582.9%
FTAI vs ALLE
+186.4%
+2,396.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.1% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | -12.1% | -6.8% | -5.3% | -8.8% |
| 3M | -21.3% | +21.0% | -42.4% | -29.5% |
| 6M | -30.2% | +1.1% | -31.3% | -30.9% |
| YTD | +0.3% | -0.5% | +0.8% | -0.5% |
| 1Y | +27.2% | -7.3% | +34.4% | +30.4% |
| 3Y | +443.9% | +42.3% | +401.6% | +334.4% |
| 5Y | +853.5% | +13.5% | +840.1% | +738.8% |
| 10Y | +3,169.1% | +144.0% | +3,025.0% | +2,050.9% |
| All | +2,582.9% | +186.4% | +2,396.4% | +1,673.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling