+27.2%
FTAI vs DGX
+33.7%
-6.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.6% |
| 7D | +0.7% | -2.3% | +3.0% | +0.7% |
| 30D | -12.1% | +0.6% | -12.6% | -12.0% |
| 3M | -21.3% | +21.4% | -42.7% | -21.4% |
| 6M | -30.2% | +14.7% | -45.0% | -30.9% |
| YTD | +0.3% | +38.4% | -38.2% | +0.9% |
| 1Y | +27.2% | +34.0% | -6.8% | +29.3% |
| All | +27.2% | +33.7% | -6.5% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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