+1,519.4%
FTAI vs JAAA
+29.3%
+1,490.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.9% |
| 7D | -0.2% | +0.1% | -0.3% | -0.6% |
| 30D | -13.6% | +0.5% | -14.1% | -15.2% |
| 3M | -20.6% | +1.2% | -21.8% | -24.5% |
| 6M | -32.6% | +2.7% | -35.3% | -39.5% |
| YTD | -5.4% | +3.2% | -8.6% | -16.4% |
| 1Y | +12.9% | +4.8% | +8.1% | -5.8% |
| 3Y | +428.1% | +19.0% | +409.1% | +218.3% |
| 5Y | +863.0% | +26.8% | +836.2% | +366.5% |
| All | +1,519.4% | +29.3% | +1,490.1% | +645.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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