+2,617.3%
FTAI vs CAPR
-65.7%
+2,683.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.9% | +5.5% | -1.3% |
| 7D | +0.2% | +5.9% | -5.7% | 0.0% |
| 30D | +10.7% | +44.6% | -34.0% | +9.7% |
| 3M | -16.4% | +126.4% | -142.8% | -18.2% |
| 6M | -32.2% | -68.6% | +36.4% | -31.7% |
| YTD | -7.7% | -67.0% | +59.3% | -7.2% |
| 1Y | +18.7% | +65.2% | -46.4% | +11.2% |
| 3Y | +354.3% | +235.6% | +118.8% | +304.6% |
| 5Y | +850.7% | +175.4% | +675.3% | +740.2% |
| All | +2,617.3% | -65.7% | +2,683.0% | +2,195.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling