+10.4%
FTAI vs ROP
-23.7%
+34.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | -5.2% | -4.6% | -0.6% | -7.0% |
| 30D | -17.9% | -1.7% | -16.2% | -18.3% |
| 3M | -22.7% | +17.1% | -39.8% | -17.0% |
| 6M | -28.0% | +10.9% | -38.9% | -23.4% |
| YTD | -5.0% | -12.1% | +7.1% | -2.0% |
| 1Y | +10.4% | -24.2% | +34.6% | +11.5% |
| All | +10.4% | -23.7% | +34.1% | +11.5% |
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