-30.9%
FTAI vs APD
+5.0%
-35.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.3% |
| 7D | +12.9% | +2.2% | +10.7% | +12.6% |
| 30D | +9.9% | +9.4% | +0.4% | +9.9% |
| 3M | -19.1% | +4.7% | -23.8% | -19.5% |
| 6M | -30.9% | +5.5% | -36.3% | -27.3% |
| All | -30.9% | +5.0% | -35.9% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 6mo: compounded portfolio wealth divided by compounded APD 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…
6mo analysis · Full analysis span regression · 6 months rolling