+3,076.9%
FTAI vs RJF
+429.3%
+2,647.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.4% | +3.3% |
| 7D | -5.2% | -2.7% | -2.5% | -3.8% |
| 30D | -17.9% | -4.3% | -13.7% | -16.0% |
| 3M | -22.7% | +15.7% | -38.5% | -28.4% |
| 6M | -28.0% | +17.8% | -45.8% | -33.9% |
| YTD | -5.0% | +9.2% | -14.1% | -9.6% |
| 1Y | +10.4% | +2.8% | +7.6% | +8.0% |
| 3Y | +425.2% | +69.5% | +355.8% | +298.2% |
| 5Y | +890.3% | +105.9% | +784.4% | +584.7% |
| All | +3,076.9% | +429.3% | +2,647.6% | +1,524.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling