+16.5%
FTAI vs DG
+45.3%
-28.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +8.5% | -19.1% | -11.4% |
| 7D | +7.4% | +12.3% | -4.8% | +5.8% |
| 30D | +9.0% | +19.3% | -10.3% | +6.1% |
| 3M | -18.9% | +11.9% | -30.8% | -20.4% |
| 6M | -24.9% | +25.0% | -49.9% | -28.8% |
| YTD | -8.3% | +8.7% | -17.0% | -7.4% |
| 1Y | +16.5% | +44.7% | -28.2% | +18.4% |
| All | +16.5% | +45.3% | -28.8% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling