+2,432.1%
FTAI vs BAX
-21.8%
+2,453.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.9% | -3.9% | -5.4% |
| 7D | -0.2% | -5.1% | +4.9% | +1.0% |
| 30D | -13.6% | -12.2% | -1.5% | -11.0% |
| 3M | -20.6% | +21.8% | -42.4% | -25.0% |
| 6M | -32.6% | +36.3% | -68.9% | -38.2% |
| YTD | -5.4% | +27.8% | -33.2% | -12.9% |
| 1Y | +12.9% | -0.1% | +12.9% | +9.9% |
| 3Y | +428.1% | -33.3% | +461.4% | +458.9% |
| 5Y | +863.0% | -67.1% | +930.1% | +1,076.4% |
| 10Y | +3,092.6% | -36.9% | +3,129.5% | +3,184.0% |
| All | +2,432.1% | -21.8% | +2,453.9% | +2,359.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling