+425.2%
FTAI vs AMCR
+6.5%
+418.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +4.1% |
| 7D | -5.2% | -6.3% | +1.1% | -2.3% |
| 30D | -17.9% | -7.8% | -10.1% | -14.8% |
| 3M | -22.7% | +7.5% | -30.3% | -25.7% |
| 6M | -28.0% | +2.7% | -30.7% | -29.9% |
| YTD | -5.0% | +6.0% | -11.0% | -9.2% |
| 1Y | +10.4% | +7.8% | +2.6% | +4.6% |
| 3Y | +425.2% | +5.8% | +419.4% | +369.4% |
| All | +425.2% | +6.5% | +418.8% | +369.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 3y: compounded portfolio wealth divided by compounded AMCR 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…
3y analysis · Full analysis span regression · 6 months rolling