+16.5%
FTAI vs FROG
+83.7%
-67.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.4% | -8.1% | -10.5% |
| 7D | +7.4% | -14.1% | +21.5% | +7.5% |
| 30D | +9.0% | -11.8% | +20.8% | +9.0% |
| 3M | -18.9% | +0.1% | -19.1% | -18.9% |
| 6M | -24.9% | +64.2% | -89.1% | -26.1% |
| YTD | -8.3% | +38.2% | -46.5% | -10.4% |
| 1Y | +16.5% | +85.4% | -68.9% | +10.4% |
| All | +16.5% | +83.7% | -67.2% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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