+3,076.9%
FTAI vs ALM
+2,589.2%
+487.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.5% | +9.8% | +3.9% |
| 7D | -5.2% | -11.8% | +6.6% | -4.2% |
| 30D | -17.9% | +7.8% | -25.7% | -18.6% |
| 3M | -22.7% | -9.3% | -13.5% | -22.6% |
| 6M | -28.0% | -30.5% | +2.5% | -26.6% |
| YTD | -5.0% | +75.8% | -80.8% | -9.9% |
| 1Y | +10.4% | +241.2% | -230.8% | -1.2% |
| 3Y | +425.2% | +1,872.6% | -1,447.4% | +296.9% |
| 5Y | +890.3% | +849.6% | +40.8% | +673.4% |
| All | +3,076.9% | +2,589.2% | +487.7% | +2,162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling