+16.5%
FTAI vs BRO
-3.6%
+20.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +4.5% | -15.0% | -9.0% |
| 7D | +7.4% | +12.4% | -5.0% | +11.7% |
| 30D | +9.0% | +21.6% | -12.5% | +16.9% |
| 3M | -18.9% | +4.3% | -23.2% | -17.8% |
| 6M | -24.9% | +29.2% | -54.1% | -17.2% |
| YTD | -8.3% | -6.4% | -1.9% | -3.3% |
| 1Y | +16.5% | -5.3% | +21.8% | +24.1% |
| All | +16.5% | -3.6% | +20.1% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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