+16.5%
FTAI vs BROS
-18.6%
+35.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.9% | -11.5% | -10.8% |
| 7D | +7.4% | +2.5% | +5.0% | +6.9% |
| 30D | +9.0% | +15.1% | -6.0% | +5.6% |
| 3M | -18.9% | -31.4% | +12.5% | -12.1% |
| 6M | -24.9% | -22.6% | -2.3% | -21.6% |
| YTD | -8.3% | -28.1% | +19.9% | -9.1% |
| 1Y | +16.5% | -20.3% | +36.8% | +14.4% |
| All | +16.5% | -18.6% | +35.1% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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