+2,432.1%
FTAI vs BWA
+42.9%
+2,389.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.3% | -5.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -13.6% | -5.6% | -8.1% | -11.2% |
| 3M | -20.6% | -10.7% | -9.9% | -16.5% |
| 6M | -32.6% | +23.2% | -55.8% | -38.3% |
| YTD | -5.4% | +46.0% | -51.4% | -21.3% |
| 1Y | +12.9% | +51.2% | -38.3% | -7.9% |
| 3Y | +428.1% | +69.6% | +358.6% | +295.1% |
| 5Y | +863.0% | +86.6% | +776.4% | +576.6% |
| 10Y | +3,092.6% | +152.3% | +2,940.3% | +1,711.2% |
| All | +2,432.1% | +42.9% | +2,389.2% | +1,548.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling