+1,563.6%
FTAI vs FROG
+21.7%
+1,541.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +3.9% | -5.5% | +9.4% | +4.7% |
| 30D | -8.8% | -3.1% | -5.7% | -8.7% |
| 3M | -14.5% | +1.2% | -15.7% | -15.3% |
| 6M | -24.0% | +113.7% | -137.7% | -33.9% |
| YTD | +0.5% | +38.9% | -38.4% | -7.5% |
| 1Y | +19.1% | +72.0% | -52.9% | +4.9% |
| 3Y | +460.7% | +217.1% | +243.6% | +326.2% |
| 5Y | +947.3% | +130.6% | +816.7% | +671.1% |
| All | +1,563.6% | +21.7% | +1,541.9% | +1,188.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling