+858.6%
FTAI vs ATI
+1,021.8%
-163.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.7% | +0.9% | -1.2% |
| 7D | -9.7% | -2.7% | -7.0% | -8.6% |
| 30D | -20.0% | -13.5% | -6.5% | -14.7% |
| 3M | -20.1% | +8.5% | -28.6% | -23.1% |
| 6M | -33.3% | +25.2% | -58.5% | -39.2% |
| YTD | -8.0% | +73.4% | -81.4% | -25.6% |
| 1Y | +8.0% | +160.5% | -152.6% | -25.3% |
| 3Y | +413.4% | +347.3% | +66.1% | +181.7% |
| 5Y | +858.6% | +1,049.0% | -190.4% | +298.5% |
| All | +858.6% | +1,021.8% | -163.2% | +298.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 5y: compounded portfolio wealth divided by compounded ATI 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…
5y analysis · Full analysis span regression · 6 months rolling