+10.4%
FTAI vs M
+34.0%
-23.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.7% | -4.4% | +0.2% |
| 7D | -5.2% | -4.2% | -1.0% | -3.6% |
| 30D | -17.9% | -7.2% | -10.7% | -15.6% |
| 3M | -22.7% | -11.1% | -11.6% | -19.7% |
| 6M | -28.0% | +28.8% | -56.8% | -35.0% |
| YTD | -5.0% | +2.0% | -7.0% | -9.5% |
| 1Y | +10.4% | +31.3% | -20.9% | -2.0% |
| All | +10.4% | +34.0% | -23.6% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling