+2,975.0%
FTAI vs M
-10.0%
+2,984.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.7% | +1.9% | -1.5% |
| 7D | -9.7% | -8.8% | -0.9% | -7.4% |
| 30D | -20.0% | -16.4% | -3.6% | -16.0% |
| 3M | -20.1% | -10.8% | -9.2% | -17.8% |
| 6M | -33.3% | +16.1% | -49.4% | -36.1% |
| YTD | -8.0% | -5.3% | -2.7% | -7.3% |
| 1Y | +8.0% | +24.9% | -16.9% | +0.6% |
| 3Y | +413.4% | +97.5% | +315.9% | +298.0% |
| 5Y | +858.6% | +20.4% | +838.2% | +685.3% |
| All | +2,975.0% | -10.0% | +2,984.9% | +1,610.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling