+961.5%
FTAI vs BROS
+41.2%
+920.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | +3.9% | -0.9% | +4.8% | +4.0% |
| 30D | -8.8% | -13.5% | +4.6% | -6.4% |
| 3M | -14.5% | -18.4% | +4.0% | -11.8% |
| 6M | -24.0% | -10.6% | -13.4% | -23.1% |
| YTD | +0.5% | -25.1% | +25.5% | +4.8% |
| 1Y | +19.1% | -28.6% | +47.8% | +24.5% |
| 3Y | +460.7% | +65.6% | +395.2% | +391.1% |
| All | +961.5% | +41.2% | +920.3% | +844.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling