+16.5%
FTAI vs RMBS
-18.2%
+34.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -6.0% | -4.6% | -8.6% |
| 7D | +7.4% | -8.9% | +16.4% | +10.9% |
| 30D | +9.0% | -24.8% | +33.9% | +19.3% |
| 3M | -18.9% | -17.6% | -1.4% | -14.3% |
| 6M | -24.9% | -25.7% | +0.8% | -19.4% |
| YTD | -8.3% | -9.8% | +1.5% | -14.5% |
| 1Y | +16.5% | -17.4% | +33.9% | +11.8% |
| All | +16.5% | -18.2% | +34.7% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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