+2,432.1%
FTAI vs AWK
+235.1%
+2,197.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | -0.2% | +0.6% | -0.8% | -0.2% |
| 30D | -13.6% | +4.3% | -17.9% | -14.0% |
| 3M | -20.6% | +12.5% | -33.1% | -21.7% |
| 6M | -32.6% | +3.3% | -35.9% | -33.0% |
| YTD | -5.4% | +9.8% | -15.1% | -6.7% |
| 1Y | +12.9% | +2.9% | +10.0% | +12.1% |
| 3Y | +428.1% | +9.6% | +418.5% | +409.2% |
| 5Y | +863.0% | -16.7% | +879.7% | +866.2% |
| 10Y | +3,092.6% | +136.1% | +2,956.5% | +2,927.4% |
| All | +2,432.1% | +235.1% | +2,197.0% | +2,371.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling