+408.4%
FTAI vs ROP
-19.1%
+427.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | -9.7% | -8.0% | -1.7% | -8.4% |
| 30D | -20.0% | -2.7% | -17.3% | -19.6% |
| 3M | -20.1% | +16.6% | -36.7% | -23.7% |
| 6M | -33.3% | +10.4% | -43.6% | -35.3% |
| YTD | -8.0% | -12.1% | +4.1% | +1.5% |
| 1Y | +8.0% | -23.6% | +31.6% | +31.5% |
| All | +408.4% | -19.1% | +427.5% | +511.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling