+858.6%
FTAI vs BAX
-67.5%
+926.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | -9.7% | -5.4% | -4.2% | -8.5% |
| 30D | -20.0% | -12.4% | -7.6% | -17.5% |
| 3M | -20.1% | +19.1% | -39.2% | -24.1% |
| 6M | -33.3% | +38.6% | -71.9% | -39.2% |
| YTD | -8.0% | +26.7% | -34.7% | -15.5% |
| 1Y | +8.0% | +1.0% | +6.9% | +4.7% |
| 3Y | +413.4% | -33.9% | +447.3% | +442.5% |
| 5Y | +858.6% | -67.0% | +925.6% | +984.3% |
| All | +858.6% | -67.5% | +926.0% | +984.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling