+2,582.9%
FTAI vs M
-41.2%
+2,624.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.1% | -2.2% |
| 7D | +0.7% | +4.7% | -4.1% | -0.6% |
| 30D | -12.1% | -9.6% | -2.4% | -9.8% |
| 3M | -21.3% | +0.9% | -22.2% | -21.8% |
| 6M | -30.2% | +22.3% | -52.5% | -33.9% |
| YTD | +0.3% | +6.5% | -6.3% | -2.1% |
| 1Y | +27.2% | +38.8% | -11.6% | +15.6% |
| 3Y | +443.9% | +115.9% | +328.0% | +317.5% |
| 5Y | +853.5% | +28.6% | +824.9% | +678.9% |
| 10Y | +3,169.1% | -2.5% | +3,171.6% | +1,810.0% |
| All | +2,582.9% | -41.2% | +2,624.1% | +1,665.9% |
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