+3,076.9%
FTAI vs BAX
-38.1%
+3,115.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +3.7% |
| 7D | -5.2% | -7.9% | +2.7% | -3.4% |
| 30D | -17.9% | -11.7% | -6.3% | -15.6% |
| 3M | -22.7% | +16.2% | -38.9% | -26.1% |
| 6M | -28.0% | +32.0% | -60.0% | -33.4% |
| YTD | -5.0% | +24.7% | -29.7% | -12.0% |
| 1Y | +10.4% | -2.6% | +13.0% | +8.2% |
| 3Y | +425.2% | -35.0% | +460.2% | +458.5% |
| 5Y | +890.3% | -67.6% | +957.9% | +1,105.9% |
| All | +3,076.9% | -38.1% | +3,115.1% | +3,407.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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