+2,617.3%
FTAI vs ALM
+2,100.8%
+516.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.7% | -9.2% | -2.2% |
| 7D | +0.2% | +1.2% | -1.0% | +0.1% |
| 30D | +10.7% | -19.3% | +30.0% | +13.0% |
| 3M | -16.4% | -40.6% | +24.2% | -12.4% |
| 6M | -32.2% | -57.9% | +25.7% | -27.2% |
| YTD | -7.7% | -6.7% | -1.0% | -7.4% |
| 1Y | +18.7% | +20.2% | -1.4% | +16.5% |
| 3Y | +354.3% | +879.4% | -525.1% | +266.0% |
| 5Y | +850.7% | +415.3% | +435.4% | +681.6% |
| All | +2,617.3% | +2,100.8% | +516.5% | +1,939.0% |
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