+408.4%
FTAI vs DG
+3.3%
+405.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.8% |
| 7D | -9.7% | -6.3% | -3.4% | -9.7% |
| 30D | -20.0% | +2.4% | -22.4% | -20.0% |
| 3M | -20.1% | +12.4% | -32.5% | -20.3% |
| 6M | -33.3% | -14.9% | -18.4% | -33.5% |
| YTD | -8.0% | -6.1% | -1.9% | -7.9% |
| 1Y | +8.0% | +17.9% | -9.9% | +9.3% |
| All | +408.4% | +3.3% | +405.1% | +472.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling