+3,076.9%
FTAI vs FDS
+64.8%
+3,012.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +3.7% |
| 7D | -5.2% | -14.0% | +8.8% | -0.1% |
| 30D | -17.9% | -6.2% | -11.7% | -16.5% |
| 3M | -22.7% | +10.2% | -32.9% | -27.4% |
| 6M | -28.0% | +27.4% | -55.5% | -38.8% |
| YTD | -5.0% | -9.3% | +4.3% | -5.8% |
| 1Y | +10.4% | -28.6% | +39.0% | +22.7% |
| 3Y | +425.2% | -36.8% | +462.1% | +514.1% |
| 5Y | +890.3% | -28.6% | +919.0% | +968.1% |
| All | +3,076.9% | +64.8% | +3,012.1% | +2,342.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling