+2,432.1%
FTAI vs DG
+95.8%
+2,336.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.6% | -3.2% | -5.7% |
| 7D | -0.2% | -4.8% | +4.6% | +0.1% |
| 30D | -13.6% | +1.8% | -15.4% | -13.8% |
| 3M | -20.6% | +14.5% | -35.0% | -21.4% |
| 6M | -32.6% | -13.6% | -19.0% | -32.2% |
| YTD | -5.4% | -4.8% | -0.5% | -5.2% |
| 1Y | +12.9% | +21.6% | -8.7% | +11.8% |
| 3Y | +428.1% | +4.5% | +423.7% | +427.8% |
| 5Y | +863.0% | -38.5% | +901.5% | +910.3% |
| 10Y | +3,092.6% | +102.2% | +2,990.4% | +2,973.1% |
| All | +2,432.1% | +95.8% | +2,336.3% | +2,449.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling