+16.5%
FTAI vs FDS
+31.1%
-14.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +2.9% | -13.4% | -9.8% |
| 7D | +7.4% | +9.4% | -2.0% | +9.9% |
| 30D | +9.0% | +23.8% | -14.7% | +15.4% |
| 3M | -18.9% | +25.1% | -44.0% | -13.3% |
| 6M | -24.9% | +53.8% | -78.7% | -13.0% |
| YTD | -8.3% | +19.6% | -27.8% | -1.8% |
| 1Y | +16.5% | +31.6% | -15.1% | +35.2% |
| All | +16.5% | +31.1% | -14.6% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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