+908.9%
FTAI vs DD
+56.1%
+852.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.5% |
| 7D | -5.2% | -3.5% | -1.7% | -3.2% |
| 30D | -17.9% | -11.7% | -6.3% | -11.9% |
| 3M | -22.7% | -9.2% | -13.5% | -18.2% |
| 6M | -28.0% | -7.2% | -20.8% | -24.3% |
| YTD | -5.0% | +6.6% | -11.6% | -7.5% |
| 1Y | +10.4% | +32.0% | -21.6% | -5.4% |
| 3Y | +425.2% | +42.1% | +383.1% | +315.1% |
| All | +908.9% | +56.1% | +852.8% | +651.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling