+2,582.9%
FTAI vs AR
-8.3%
+2,591.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +0.7% | +2.5% | -1.8% | +0.2% |
| 30D | -12.1% | +14.8% | -26.9% | -14.3% |
| 3M | -21.3% | +6.2% | -27.6% | -22.5% |
| 6M | -30.2% | +4.3% | -34.5% | -31.6% |
| YTD | +0.3% | +14.4% | -14.1% | -3.8% |
| 1Y | +27.2% | +21.3% | +5.8% | +20.2% |
| 3Y | +443.9% | +39.8% | +404.1% | +398.7% |
| 5Y | +853.5% | +142.1% | +711.5% | +673.3% |
| 10Y | +3,169.1% | +52.0% | +3,117.0% | +2,178.4% |
| All | +2,582.9% | -8.3% | +2,591.1% | +1,481.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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