+908.9%
FTAI vs RJF
+104.0%
+804.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.4% | +3.3% |
| 7D | -5.2% | -2.7% | -2.5% | -3.4% |
| 30D | -17.9% | -4.3% | -13.7% | -15.5% |
| 3M | -22.7% | +15.7% | -38.5% | -30.0% |
| 6M | -28.0% | +17.8% | -45.8% | -35.5% |
| YTD | -5.0% | +9.2% | -14.1% | -11.1% |
| 1Y | +10.4% | +2.8% | +7.6% | +7.1% |
| 3Y | +425.2% | +69.5% | +355.8% | +257.3% |
| All | +908.9% | +104.0% | +804.9% | +509.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling