+858.6%
FTAI vs CAPR
+66.0%
+792.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -2.7% |
| 7D | -9.7% | -10.6% | +0.9% | -9.5% |
| 30D | -20.0% | +111.2% | -131.2% | -21.4% |
| 3M | -20.1% | -67.2% | +47.2% | -19.4% |
| 6M | -33.3% | -75.1% | +41.9% | -32.4% |
| YTD | -8.0% | -71.2% | +63.2% | -7.1% |
| 1Y | +8.0% | +31.1% | -23.2% | +2.0% |
| 3Y | +413.4% | +31.3% | +382.1% | +335.7% |
| 5Y | +858.6% | +69.4% | +789.2% | +609.4% |
| All | +858.6% | +66.0% | +792.6% | +609.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling