+858.6%
FTAI vs ROP
-16.6%
+875.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.6% |
| 7D | -9.7% | -8.0% | -1.7% | -6.6% |
| 30D | -20.0% | -2.7% | -17.3% | -19.2% |
| 3M | -20.1% | +16.6% | -36.7% | -26.8% |
| 6M | -33.3% | +10.4% | -43.6% | -37.7% |
| YTD | -8.0% | -12.1% | +4.1% | -1.1% |
| 1Y | +8.0% | -23.6% | +31.6% | +28.0% |
| 3Y | +413.4% | -19.3% | +432.7% | +486.2% |
| 5Y | +858.6% | -15.4% | +873.9% | +893.4% |
| All | +858.6% | -16.6% | +875.2% | +893.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling