+858.6%
FTAI vs BWA
+86.5%
+772.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.4% | -3.1% |
| 7D | -9.7% | -0.1% | -9.6% | -9.7% |
| 30D | -20.0% | -5.5% | -14.5% | -17.6% |
| 3M | -20.1% | -7.6% | -12.4% | -17.0% |
| 6M | -33.3% | +25.0% | -58.2% | -39.9% |
| YTD | -8.0% | +47.0% | -55.0% | -25.3% |
| 1Y | +8.0% | +54.0% | -46.0% | -14.8% |
| 3Y | +413.4% | +70.7% | +342.7% | +266.9% |
| 5Y | +858.6% | +86.7% | +771.9% | +511.8% |
| All | +858.6% | +86.5% | +772.1% | +511.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 5y: compounded portfolio wealth divided by compounded BWA 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…
5y analysis · Full analysis span regression · 6 months rolling