+808.1%
FTAI vs AUR
-35.7%
+843.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +3.1% |
| 7D | -5.2% | +1.4% | -6.6% | -5.4% |
| 30D | -17.9% | -6.4% | -11.5% | -17.0% |
| 3M | -22.7% | +7.7% | -30.4% | -23.8% |
| 6M | -28.0% | +44.5% | -72.5% | -32.1% |
| YTD | -5.0% | +67.4% | -72.4% | -12.4% |
| 1Y | +10.4% | +15.4% | -5.0% | +6.9% |
| 3Y | +425.2% | +94.8% | +330.4% | +327.1% |
| 5Y | +890.3% | -35.1% | +925.5% | +659.0% |
| All | +808.1% | -35.7% | +843.8% | +608.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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