+2,369.3%
FTAI vs M
-36.5%
+2,405.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.9% |
| 7D | +0.2% | +7.0% | -6.8% | -1.5% |
| 30D | +10.7% | +8.9% | +1.8% | +8.0% |
| 3M | -16.4% | +4.5% | -20.9% | -17.7% |
| 6M | -32.2% | +36.2% | -68.4% | -37.9% |
| YTD | -7.7% | +15.1% | -22.8% | -12.0% |
| 1Y | +18.7% | +27.4% | -8.7% | +10.0% |
| 3Y | +354.3% | +160.1% | +194.2% | +231.9% |
| 5Y | +850.7% | -1.6% | +852.3% | +738.4% |
| 10Y | +2,664.3% | -7.7% | +2,672.0% | +1,491.3% |
| All | +2,369.3% | -36.5% | +2,405.8% | +1,486.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling