+16.5%
FTAI vs ROP
+10.4%
+6.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +3.9% | -14.5% | -9.0% |
| 7D | +7.4% | +11.7% | -4.3% | +12.3% |
| 30D | +9.0% | +35.5% | -26.4% | +23.9% |
| 3M | -18.9% | +25.6% | -44.6% | -10.4% |
| 6M | -24.9% | +39.3% | -64.1% | -11.3% |
| YTD | -8.3% | +11.6% | -19.9% | +6.4% |
| 1Y | +16.5% | +10.6% | +5.9% | +35.7% |
| All | +16.5% | +10.4% | +6.1% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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