+425.2%
FTAI vs FLR
+54.2%
+371.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +2.9% |
| 7D | -5.2% | -3.5% | -1.7% | -3.9% |
| 30D | -17.9% | +4.2% | -22.1% | -19.0% |
| 3M | -22.7% | +8.1% | -30.8% | -25.7% |
| 6M | -28.0% | +21.5% | -49.5% | -34.0% |
| YTD | -5.0% | +36.8% | -41.7% | -16.3% |
| 1Y | +10.4% | +31.2% | -20.8% | -1.5% |
| 3Y | +425.2% | +53.9% | +371.3% | +278.9% |
| All | +425.2% | +54.2% | +371.0% | +278.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling