+18.7%
FTAI vs REPL
+144.6%
-125.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +0.2% | +1.2% | -1.0% | +0.1% |
| 30D | +10.7% | +92.2% | -81.5% | +7.8% |
| 3M | -16.4% | +44.1% | -60.5% | -17.9% |
| 6M | -32.2% | +313.0% | -345.2% | -36.2% |
| YTD | -7.7% | +125.2% | -132.9% | -15.4% |
| 1Y | +18.7% | +143.8% | -125.0% | +6.5% |
| All | +18.7% | +144.6% | -125.8% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling