+2,588.5%
FTAI vs AME
+368.9%
+2,219.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.9% | +2.8% | +1.1% | +1.7% |
| 30D | -8.8% | -6.3% | -2.6% | -4.1% |
| 3M | -14.5% | +5.4% | -19.8% | -17.7% |
| 6M | -24.0% | +7.4% | -31.5% | -26.8% |
| YTD | +0.5% | +16.2% | -15.7% | -8.3% |
| 1Y | +19.1% | +26.8% | -7.7% | +1.8% |
| 3Y | +460.7% | +57.5% | +403.2% | +308.1% |
| 5Y | +947.3% | +84.8% | +862.5% | +579.4% |
| 10Y | +3,244.4% | +424.3% | +2,820.1% | +1,218.8% |
| All | +2,588.5% | +368.9% | +2,219.6% | +961.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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