+6.9%
FTAI vs BAH
-24.3%
+31.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.8% | -7.6% | -2.8% |
| 7D | -9.7% | +2.4% | -12.1% | -9.7% |
| 30D | -20.0% | -2.9% | -17.0% | -19.9% |
| 3M | -20.1% | -1.3% | -18.7% | -19.4% |
| 6M | -33.3% | -0.9% | -32.4% | -32.9% |
| YTD | -8.0% | -8.2% | +0.2% | -7.4% |
| All | +6.9% | -24.3% | +31.1% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling