+858.6%
FTAI vs FROG
+136.2%
+722.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.3% | -3.0% |
| 7D | -9.7% | -2.2% | -7.5% | -9.4% |
| 30D | -20.0% | +3.0% | -23.0% | -20.7% |
| 3M | -20.1% | +10.3% | -30.4% | -22.1% |
| 6M | -33.3% | +116.7% | -150.0% | -43.6% |
| YTD | -8.0% | +41.9% | -49.9% | -16.9% |
| 1Y | +8.0% | +78.5% | -70.6% | -7.9% |
| 3Y | +413.4% | +224.1% | +189.3% | +259.8% |
| 5Y | +858.6% | +142.4% | +716.2% | +534.9% |
| All | +858.6% | +136.2% | +722.4% | +534.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling