+2,582.9%
FTAI vs CAPR
-86.1%
+2,668.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | +0.7% | -2.0% | +2.6% | +0.7% |
| 30D | -12.1% | +139.2% | -151.3% | -13.8% |
| 3M | -21.3% | -66.4% | +45.0% | -20.8% |
| 6M | -30.2% | -63.1% | +32.9% | -29.8% |
| YTD | +0.3% | -67.4% | +67.7% | +1.0% |
| 1Y | +27.2% | +58.2% | -31.1% | +19.4% |
| 3Y | +443.9% | +42.2% | +401.7% | +396.9% |
| 5Y | +853.5% | +87.3% | +766.3% | +755.2% |
| 10Y | +3,169.1% | -75.3% | +3,244.3% | +2,664.2% |
| All | +2,582.9% | -86.1% | +2,668.9% | +2,075.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling