+2,369.3%
FTAI vs ALM
+603.9%
+1,765.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.7% | -9.2% | -2.1% |
| 7D | +0.2% | +1.2% | -1.0% | +0.1% |
| 30D | +10.7% | -19.3% | +30.0% | +12.6% |
| 3M | -16.4% | -40.6% | +24.2% | -13.1% |
| 6M | -32.2% | -57.9% | +25.7% | -28.1% |
| YTD | -7.7% | -6.7% | -1.0% | -7.3% |
| 1Y | +18.7% | +20.2% | -1.4% | +17.2% |
| 3Y | +354.3% | +879.4% | -525.1% | +285.9% |
| 5Y | +850.7% | +415.3% | +435.4% | +719.3% |
| 10Y | +2,664.3% | +2,100.8% | +563.5% | +2,182.9% |
| All | +2,369.3% | +603.9% | +1,765.4% | +1,877.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling