+2,476.2%
FTAI vs RY
+363.6%
+2,112.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +3.9% | +4.0% |
| 7D | -6.1% | -0.6% | -5.5% | -5.9% |
| 30D | +10.9% | +6.1% | +4.8% | +5.0% |
| 3M | -12.1% | -3.4% | -8.8% | -9.4% |
| 6M | -30.0% | +12.8% | -42.8% | -37.0% |
| YTD | -3.7% | +21.0% | -24.7% | -17.9% |
| 1Y | +14.8% | +40.5% | -25.7% | -14.0% |
| 3Y | +376.0% | +159.9% | +216.1% | +110.2% |
| 5Y | +886.6% | +125.0% | +761.6% | +393.1% |
| 10Y | +2,741.2% | +350.6% | +2,390.7% | +791.3% |
| All | +2,476.2% | +363.6% | +2,112.6% | +670.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling