+408.4%
FTAI vs DD
+41.5%
+366.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.5% |
| 7D | -9.7% | -2.9% | -6.8% | -8.2% |
| 30D | -20.0% | -11.5% | -8.5% | -14.5% |
| 3M | -20.1% | -5.4% | -14.7% | -17.4% |
| 6M | -33.3% | -6.9% | -26.4% | -30.1% |
| YTD | -8.0% | +6.9% | -14.9% | -9.7% |
| 1Y | +8.0% | +35.6% | -27.7% | -6.1% |
| All | +408.4% | +41.5% | +366.9% | +329.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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