+455.2%
FTAI vs M
+115.8%
+339.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.9% |
| 7D | +3.9% | +2.4% | +1.5% | +3.2% |
| 30D | -8.8% | -11.6% | +2.8% | -5.9% |
| 3M | -14.5% | +1.6% | -16.1% | -15.2% |
| 6M | -24.0% | +25.2% | -49.2% | -28.5% |
| YTD | +0.5% | +3.8% | -3.3% | -1.5% |
| 1Y | +19.1% | +36.3% | -17.2% | +9.2% |
| All | +455.2% | +115.8% | +339.5% | +318.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling