+1,748.5%
FTAI vs REPL
-6.0%
+1,754.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.4% |
| 7D | +0.7% | -3.0% | +3.6% | +0.9% |
| 30D | -12.1% | +27.1% | -39.2% | -14.1% |
| 3M | -21.3% | +52.4% | -73.7% | -27.2% |
| 6M | -30.2% | +107.4% | -137.7% | -42.9% |
| YTD | +0.3% | +54.7% | -54.5% | -15.6% |
| 1Y | +27.2% | +158.9% | -131.7% | -4.5% |
| 3Y | +443.9% | -23.7% | +467.6% | +286.5% |
| 5Y | +853.5% | -54.3% | +907.9% | +594.5% |
| All | +1,748.5% | -6.0% | +1,754.5% | +981.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling