+10.4%
FTAI vs CAPR
+37.0%
-26.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.3% |
| 7D | -5.2% | -11.0% | +5.8% | -5.1% |
| 30D | -17.9% | +99.8% | -117.7% | -18.5% |
| 3M | -22.7% | -66.6% | +43.8% | -22.5% |
| 6M | -28.0% | -75.1% | +47.1% | -27.7% |
| YTD | -5.0% | -71.0% | +66.0% | -4.6% |
| 1Y | +10.4% | +30.0% | -19.6% | +10.3% |
| All | +10.4% | +37.0% | -26.6% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling