-31.4%
FTAI vs AS
-13.5%
-17.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.1% | +2.7% |
| 7D | +6.7% | -3.0% | +9.7% | +8.2% |
| 30D | +15.7% | +9.6% | +6.2% | +11.6% |
| 3M | -14.9% | -8.2% | -6.7% | -14.0% |
| 6M | -31.4% | -9.9% | -21.5% | -32.2% |
| All | -31.4% | -13.5% | -17.9% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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