+16.5%
FTAI vs ROKU
+53.8%
-37.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.5% | -12.0% | -11.0% |
| 7D | +7.4% | +4.8% | +2.7% | +6.0% |
| 30D | +9.0% | +6.1% | +2.9% | +7.1% |
| 3M | -18.9% | +10.5% | -29.4% | -21.4% |
| 6M | -24.9% | +29.2% | -54.0% | -31.0% |
| YTD | -8.3% | +50.0% | -58.3% | -21.7% |
| 1Y | +16.5% | +53.4% | -36.9% | -1.1% |
| All | +16.5% | +53.8% | -37.3% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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