+883.5%
FTAI vs COMP
-31.2%
+914.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | +0.7% | +1.4% | -0.7% | +0.5% |
| 30D | -12.1% | -13.3% | +1.3% | -10.2% |
| 3M | -21.3% | +41.1% | -62.5% | -25.4% |
| 6M | -30.2% | +17.2% | -47.4% | -32.5% |
| YTD | +0.3% | +5.2% | -4.9% | -2.0% |
| 1Y | +27.2% | +18.9% | +8.2% | +21.7% |
| 3Y | +443.9% | +215.9% | +228.0% | +337.7% |
| All | +883.5% | -31.2% | +914.6% | +789.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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