+2,369.3%
FTAI vs RBA
+315.1%
+2,054.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | +0.2% | +1.7% | -1.5% | -0.4% |
| 30D | +10.7% | +8.3% | +2.3% | +7.4% |
| 3M | -16.4% | +10.5% | -27.0% | -19.8% |
| 6M | -32.2% | -5.9% | -26.3% | -31.5% |
| YTD | -7.7% | -6.9% | -0.8% | -7.0% |
| 1Y | +18.7% | -4.9% | +23.6% | +18.7% |
| 3Y | +354.3% | +64.5% | +289.9% | +274.7% |
| 5Y | +850.7% | +46.1% | +804.6% | +692.4% |
| 10Y | +2,664.3% | +208.2% | +2,456.1% | +1,541.4% |
| All | +2,369.3% | +315.1% | +2,054.2% | +1,234.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling