+408.4%
FTAI vs AWK
+9.5%
+398.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.4% | -2.9% |
| 7D | -9.7% | -0.7% | -8.9% | -9.9% |
| 30D | -20.0% | +2.8% | -22.8% | -19.1% |
| 3M | -20.1% | +11.3% | -31.4% | -16.8% |
| 6M | -33.3% | +6.7% | -40.0% | -31.2% |
| YTD | -8.0% | +9.4% | -17.4% | -4.5% |
| 1Y | +8.0% | +3.7% | +4.2% | +11.4% |
| All | +408.4% | +9.5% | +398.9% | +412.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 3y: compounded portfolio wealth divided by compounded AWK 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…
3y analysis · Full analysis span regression · 6 months rolling