+8.0%
FTAI vs FIVE
+69.1%
-61.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.0% |
| 7D | -9.7% | +0.6% | -10.2% | -9.8% |
| 30D | -20.0% | +3.0% | -23.0% | -21.1% |
| 3M | -20.1% | +23.2% | -43.2% | -27.0% |
| 6M | -33.3% | +9.2% | -42.4% | -35.6% |
| YTD | -8.0% | +28.1% | -36.1% | -16.2% |
| 1Y | +8.0% | +65.3% | -57.3% | -9.5% |
| All | +8.0% | +69.1% | -61.1% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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