+3,076.9%
FTAI vs CAPR
-78.4%
+3,155.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.3% |
| 7D | -5.2% | -11.0% | +5.8% | -5.0% |
| 30D | -17.9% | +99.8% | -117.7% | -19.3% |
| 3M | -22.7% | -66.6% | +43.8% | -22.1% |
| 6M | -28.0% | -75.1% | +47.1% | -27.0% |
| YTD | -5.0% | -71.0% | +66.0% | -4.0% |
| 1Y | +10.4% | +30.0% | -19.6% | +4.0% |
| 3Y | +425.2% | +29.0% | +396.3% | +378.7% |
| 5Y | +890.3% | +70.8% | +819.5% | +784.9% |
| All | +3,076.9% | -78.4% | +3,155.4% | +2,668.4% |
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