+2,582.9%
FTAI vs FIVE
+643.7%
+1,939.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -2.8% |
| 7D | +0.7% | +4.3% | -3.6% | -0.4% |
| 30D | -12.1% | +12.5% | -24.6% | -14.9% |
| 3M | -21.3% | +31.2% | -52.6% | -26.9% |
| 6M | -30.2% | +14.4% | -44.6% | -33.0% |
| YTD | +0.3% | +33.9% | -33.6% | -7.3% |
| 1Y | +27.2% | +65.1% | -37.9% | +11.5% |
| 3Y | +443.9% | +49.0% | +394.9% | +356.4% |
| 5Y | +853.5% | +30.3% | +823.2% | +698.0% |
| 10Y | +3,169.1% | +481.1% | +2,688.0% | +1,967.2% |
| All | +2,582.9% | +643.7% | +1,939.1% | +1,624.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling