+2,432.1%
FTAI vs DD
+82.0%
+2,350.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.6% | -3.2% | -4.5% |
| 7D | -0.2% | -3.8% | +3.6% | +1.7% |
| 30D | -13.6% | -9.2% | -4.4% | -9.3% |
| 3M | -20.6% | -9.0% | -11.6% | -16.6% |
| 6M | -32.6% | -5.0% | -27.6% | -30.3% |
| YTD | -5.4% | +7.4% | -12.8% | -8.1% |
| 1Y | +12.9% | +35.1% | -22.2% | -2.7% |
| 3Y | +428.1% | +43.2% | +384.9% | +331.7% |
| 5Y | +863.0% | +59.6% | +803.4% | +637.5% |
| 10Y | +3,092.6% | +66.5% | +3,026.1% | +1,929.5% |
| All | +2,432.1% | +82.0% | +2,350.1% | +1,503.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling