+10.4%
FTAI vs BROS
-32.8%
+43.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.3% | +3.1% |
| 7D | -5.2% | -5.8% | +0.5% | -4.0% |
| 30D | -17.9% | -14.0% | -4.0% | -15.4% |
| 3M | -22.7% | -32.5% | +9.8% | -16.5% |
| 6M | -28.0% | -14.9% | -13.1% | -26.8% |
| YTD | -5.0% | -28.3% | +23.3% | -4.1% |
| 1Y | +10.4% | -34.0% | +44.4% | +4.7% |
| All | +10.4% | -32.8% | +43.2% | +4.7% |
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