+3,566.3%
FTAI vs OTIS
+91.8%
+3,474.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.7% | -5.1% |
| 7D | -0.2% | -2.2% | +2.0% | +1.3% |
| 30D | -13.6% | -4.3% | -9.3% | -11.2% |
| 3M | -20.6% | -2.2% | -18.4% | -20.1% |
| 6M | -32.6% | -19.9% | -12.7% | -22.2% |
| YTD | -5.4% | -19.3% | +14.0% | +8.2% |
| 1Y | +12.9% | -19.6% | +32.4% | +28.4% |
| 3Y | +428.1% | -11.5% | +439.7% | +432.2% |
| 5Y | +863.0% | -16.8% | +879.8% | +900.5% |
| All | +3,566.3% | +91.8% | +3,474.5% | +1,771.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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