+743.4%
FTAI vs BTDR
+15.3%
+728.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.5% | +3.7% | -2.2% |
| 7D | -9.7% | -3.2% | -6.5% | -9.4% |
| 30D | -20.0% | +32.7% | -52.7% | -22.2% |
| 3M | -20.1% | -28.4% | +8.3% | -18.3% |
| 6M | -33.3% | +51.7% | -85.0% | -35.8% |
| YTD | -8.0% | +2.9% | -10.9% | -9.6% |
| 1Y | +8.0% | -15.5% | +23.4% | +6.7% |
| 3Y | +413.4% | 0.0% | +413.4% | +365.8% |
| 5Y | +858.6% | +16.5% | +842.1% | +721.7% |
| All | +743.4% | +15.3% | +728.1% | +622.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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