+2,405.9%
FTAI vs ALLE
+247.7%
+2,158.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.0% |
| 7D | +12.9% | +1.6% | +11.3% | +12.0% |
| 30D | +9.9% | +24.1% | -14.2% | -2.2% |
| 3M | -19.1% | +14.8% | -33.9% | -25.1% |
| 6M | -30.9% | +45.9% | -76.7% | -43.9% |
| YTD | -6.3% | +20.7% | -27.1% | -16.4% |
| 1Y | +20.0% | +14.2% | +5.9% | +10.2% |
| 3Y | +363.0% | +90.7% | +272.3% | +215.6% |
| 5Y | +864.8% | +50.6% | +814.2% | +632.1% |
| 10Y | +2,705.3% | +208.9% | +2,496.4% | +1,550.2% |
| All | +2,405.9% | +247.7% | +2,158.1% | +1,391.3% |
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