+425.2%
FTAI vs NLY
+64.2%
+361.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.6% |
| 7D | -5.2% | -4.0% | -1.2% | -2.4% |
| 30D | -17.9% | -5.2% | -12.7% | -14.7% |
| 3M | -22.7% | +2.8% | -25.6% | -24.6% |
| 6M | -28.0% | +4.2% | -32.2% | -29.9% |
| YTD | -5.0% | +4.7% | -9.6% | -7.9% |
| 1Y | +10.4% | +12.7% | -2.4% | +1.4% |
| 3Y | +425.2% | +62.5% | +362.7% | +291.9% |
| All | +425.2% | +64.2% | +361.1% | +291.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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