+422.9%
FTAI vs FROG
+219.3%
+203.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.5% | -5.9% |
| 7D | -0.2% | -4.8% | +4.6% | +0.3% |
| 30D | -13.6% | -0.9% | -12.7% | -13.8% |
| 3M | -20.6% | +7.5% | -28.0% | -21.7% |
| 6M | -32.6% | +107.0% | -139.6% | -40.2% |
| YTD | -5.4% | +39.8% | -45.2% | -11.8% |
| 1Y | +12.9% | +74.8% | -61.9% | +0.4% |
| All | +422.9% | +219.3% | +203.7% | +293.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling