+16.5%
FTAI vs RY
+46.4%
-29.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +3.0% | -13.6% | -14.5% |
| 7D | +7.4% | +2.5% | +5.0% | +3.7% |
| 30D | +9.0% | +8.4% | +0.6% | -2.8% |
| 3M | -18.9% | +1.2% | -20.1% | -20.2% |
| 6M | -24.9% | +19.4% | -44.2% | -41.5% |
| YTD | -8.3% | +25.4% | -33.7% | -34.6% |
| 1Y | +16.5% | +46.7% | -30.2% | -20.3% |
| All | +16.5% | +46.4% | -29.9% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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