+2,443.2%
FTAI vs AU
+1,022.9%
+1,420.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.2% |
| 7D | -5.2% | -4.3% | -0.9% | -4.7% |
| 30D | -17.9% | +7.3% | -25.2% | -18.7% |
| 3M | -22.7% | +26.3% | -49.1% | -25.1% |
| 6M | -28.0% | +1.8% | -29.8% | -28.4% |
| YTD | -5.0% | +26.8% | -31.8% | -7.7% |
| 1Y | +10.4% | +66.7% | -56.3% | +4.5% |
| 3Y | +425.2% | +579.1% | -153.8% | +338.7% |
| 5Y | +890.3% | +689.3% | +201.0% | +704.0% |
| 10Y | +3,106.5% | +686.6% | +2,419.9% | +2,420.4% |
| All | +2,443.2% | +1,022.9% | +1,420.2% | +1,937.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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