+2,588.5%
FTAI vs ATI
+482.1%
+2,106.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | +3.9% | +3.2% | +0.7% | +2.8% |
| 30D | -8.8% | -9.0% | +0.2% | -5.9% |
| 3M | -14.5% | +15.1% | -29.6% | -18.4% |
| 6M | -24.0% | +38.1% | -62.2% | -31.1% |
| YTD | +0.5% | +80.7% | -80.2% | -16.0% |
| 1Y | +19.1% | +167.5% | -148.4% | -12.3% |
| 3Y | +460.7% | +366.0% | +94.7% | +239.0% |
| 5Y | +947.3% | +1,088.8% | -141.4% | +367.6% |
| 10Y | +3,244.4% | +1,055.0% | +2,189.4% | +1,156.8% |
| All | +2,588.5% | +482.1% | +2,106.4% | +835.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling