+2,432.1%
FTAI vs JBL
+1,329.1%
+1,103.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.7% |
| 7D | -0.2% | +4.0% | -4.2% | -2.1% |
| 30D | -13.6% | -7.5% | -6.2% | -10.2% |
| 3M | -20.6% | -14.1% | -6.5% | -14.6% |
| 6M | -32.6% | +25.9% | -58.5% | -39.5% |
| YTD | -5.4% | +36.7% | -42.0% | -18.7% |
| 1Y | +12.9% | +49.0% | -36.1% | -7.6% |
| 3Y | +428.1% | +191.8% | +236.3% | +193.4% |
| 5Y | +863.0% | +409.8% | +453.2% | +297.6% |
| 10Y | +3,092.6% | +1,509.2% | +1,583.4% | +705.0% |
| All | +2,432.1% | +1,329.1% | +1,103.1% | +514.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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