+858.6%
FTAI vs ALM
+856.4%
+2.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.6% | +6.8% | -1.7% |
| 7D | -9.7% | -7.1% | -2.6% | -8.9% |
| 30D | -20.0% | +24.7% | -44.7% | -22.1% |
| 3M | -20.1% | +8.3% | -28.4% | -21.4% |
| 6M | -33.3% | -22.2% | -11.1% | -32.6% |
| YTD | -8.0% | +88.1% | -96.1% | -13.7% |
| 1Y | +8.0% | +272.4% | -264.4% | -4.8% |
| 3Y | +413.4% | +2,004.1% | -1,590.7% | +282.8% |
| 5Y | +858.6% | +915.8% | -57.2% | +654.9% |
| All | +858.6% | +856.4% | +2.2% | +654.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling