+1,473.7%
FTAI vs FROG
+22.3%
+1,451.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.5% |
| 7D | -5.2% | -0.5% | -4.7% | -5.2% |
| 30D | -17.9% | +1.3% | -19.2% | -18.3% |
| 3M | -22.7% | +11.1% | -33.8% | -24.5% |
| 6M | -28.0% | +108.3% | -136.3% | -37.1% |
| YTD | -5.0% | +39.6% | -44.5% | -12.6% |
| 1Y | +10.4% | +74.7% | -64.4% | -3.1% |
| 3Y | +425.2% | +224.1% | +201.1% | +297.7% |
| 5Y | +890.3% | +138.4% | +752.0% | +627.7% |
| All | +1,473.7% | +22.3% | +1,451.4% | +1,117.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling