-33.3%
FTAI vs RMBS
-3.4%
-29.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -1.9% |
| 7D | -9.7% | +1.2% | -10.9% | -10.1% |
| 30D | -20.0% | -11.5% | -8.5% | -16.6% |
| 3M | -20.1% | -38.2% | +18.2% | -6.9% |
| 6M | -33.3% | -4.8% | -28.5% | -39.9% |
| All | -33.3% | -3.4% | -29.9% | -39.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling