+863.0%
FTAI vs M
+22.2%
+840.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.2% | -1.6% | -4.8% |
| 7D | -0.2% | -4.1% | +3.9% | +0.9% |
| 30D | -13.6% | -13.6% | 0.0% | -10.5% |
| 3M | -20.6% | -2.3% | -18.3% | -20.4% |
| 6M | -32.6% | +21.9% | -54.5% | -35.9% |
| YTD | -5.4% | -0.6% | -4.8% | -5.9% |
| 1Y | +12.9% | +29.7% | -16.8% | +5.0% |
| 3Y | +428.1% | +107.3% | +320.8% | +315.6% |
| 5Y | +863.0% | +20.5% | +842.5% | +763.2% |
| All | +863.0% | +22.2% | +840.8% | +763.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling