+3,076.9%
FTAI vs DG
+101.8%
+2,975.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +3.2% |
| 7D | -5.2% | -6.5% | +1.3% | -4.8% |
| 30D | -17.9% | +4.2% | -22.1% | -18.1% |
| 3M | -22.7% | +9.5% | -32.2% | -23.3% |
| 6M | -28.0% | -13.1% | -14.9% | -27.6% |
| YTD | -5.0% | -4.8% | -0.1% | -4.8% |
| 1Y | +10.4% | +20.6% | -10.2% | +9.3% |
| 3Y | +425.2% | +4.9% | +420.3% | +424.9% |
| 5Y | +890.3% | -37.9% | +928.2% | +948.4% |
| All | +3,076.9% | +101.8% | +2,975.2% | +2,739.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling