+922.5%
FTAI vs ALLY
-0.1%
+922.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +1.7% |
| 7D | +3.9% | +1.0% | +2.9% | +3.4% |
| 30D | -8.8% | -3.3% | -5.5% | -7.4% |
| 3M | -14.5% | +0.5% | -14.9% | -14.6% |
| 6M | -24.0% | +12.6% | -36.6% | -27.7% |
| YTD | +0.5% | -4.7% | +5.2% | +2.5% |
| 1Y | +19.1% | +5.2% | +13.9% | +15.8% |
| 3Y | +460.7% | +66.5% | +394.3% | +341.2% |
| All | +922.5% | -0.1% | +922.5% | +860.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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