+422.9%
FTAI vs CAPR
+36.9%
+386.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.6% | -1.2% | -5.8% |
| 7D | -0.2% | -12.6% | +12.4% | 0.0% |
| 30D | -13.6% | +124.4% | -138.1% | -14.8% |
| 3M | -20.6% | -66.8% | +46.2% | -20.2% |
| 6M | -32.6% | -71.8% | +39.2% | -32.1% |
| YTD | -5.4% | -70.1% | +64.7% | -4.8% |
| 1Y | +12.9% | +33.3% | -20.5% | +9.3% |
| All | +422.9% | +36.9% | +386.0% | +368.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling