+2,657.6%
FTAI vs AVAV
+327.1%
+2,330.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.6% |
| 7D | +12.9% | +18.4% | -5.5% | +8.9% |
| 30D | +9.9% | -4.9% | +14.8% | +11.5% |
| 3M | -19.1% | -37.7% | +18.5% | -10.5% |
| 6M | -30.9% | -28.4% | -2.4% | -26.8% |
| YTD | -6.3% | -50.0% | +43.7% | +4.6% |
| 1Y | +20.0% | -62.6% | +82.7% | +41.5% |
| 3Y | +363.0% | -0.6% | +363.6% | +321.8% |
| 5Y | +864.8% | +31.9% | +832.9% | +688.6% |
| All | +2,657.6% | +327.1% | +2,330.4% | +1,824.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling