+408.4%
FTAI vs BROS
+57.4%
+351.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -2.0% |
| 7D | -9.7% | -6.1% | -3.6% | -8.3% |
| 30D | -20.0% | -12.4% | -7.6% | -17.6% |
| 3M | -20.1% | -27.9% | +7.9% | -14.4% |
| 6M | -33.3% | -16.8% | -16.5% | -31.3% |
| YTD | -8.0% | -29.0% | +21.0% | -2.2% |
| 1Y | +8.0% | -33.2% | +41.2% | +15.6% |
| All | +408.4% | +57.4% | +351.0% | +349.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling