+858.6%
FTAI vs BAH
+1.2%
+857.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.8% | -7.6% | -3.3% |
| 7D | -9.7% | +2.4% | -12.1% | -9.9% |
| 30D | -20.0% | -2.9% | -17.0% | -19.8% |
| 3M | -20.1% | -1.3% | -18.7% | -19.9% |
| 6M | -33.3% | -0.9% | -32.4% | -33.4% |
| YTD | -8.0% | -8.2% | +0.2% | -7.6% |
| 1Y | +8.0% | -24.0% | +31.9% | +11.2% |
| 3Y | +413.4% | -28.1% | +441.5% | +408.5% |
| 5Y | +858.6% | +2.5% | +856.1% | +815.2% |
| All | +858.6% | +1.2% | +857.3% | +815.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling