+2,582.9%
FTAI vs FDS
+110.1%
+2,472.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +2.0% | -0.3% |
| 7D | +0.7% | -1.9% | +2.6% | +1.3% |
| 30D | -12.1% | +9.0% | -21.1% | -15.1% |
| 3M | -21.3% | +18.9% | -40.2% | -27.8% |
| 6M | -30.2% | +35.1% | -65.4% | -40.9% |
| YTD | +0.3% | +5.5% | -5.2% | -5.8% |
| 1Y | +27.2% | -16.8% | +44.0% | +33.1% |
| 3Y | +443.9% | -28.1% | +471.9% | +506.2% |
| 5Y | +853.5% | -17.4% | +871.0% | +877.6% |
| 10Y | +3,169.1% | +85.4% | +3,083.6% | +2,273.9% |
| All | +2,582.9% | +110.1% | +2,472.8% | +1,818.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling