+858.6%
FTAI vs RBA
+36.6%
+822.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.4% |
| 7D | -9.7% | -3.3% | -6.4% | -8.6% |
| 30D | -20.0% | -9.8% | -10.2% | -17.1% |
| 3M | -20.1% | -23.5% | +3.4% | -12.7% |
| 6M | -33.3% | -21.5% | -11.8% | -27.8% |
| YTD | -8.0% | -21.2% | +13.2% | -1.4% |
| 1Y | +8.0% | -30.2% | +38.2% | +21.1% |
| 3Y | +413.4% | +25.3% | +388.1% | +374.8% |
| 5Y | +858.6% | +35.1% | +823.5% | +779.9% |
| All | +858.6% | +36.6% | +822.0% | +779.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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