+908.9%
FTAI vs SHAK
-22.8%
+931.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.2% | +0.2% | +2.3% |
| 7D | -5.2% | -8.3% | +3.1% | -2.5% |
| 30D | -17.9% | -12.6% | -5.3% | -14.2% |
| 3M | -22.7% | +9.1% | -31.9% | -25.5% |
| 6M | -28.0% | -31.2% | +3.2% | -20.7% |
| YTD | -5.0% | -21.6% | +16.6% | -0.3% |
| 1Y | +10.4% | -38.8% | +49.2% | +24.9% |
| 3Y | +425.2% | +0.6% | +424.6% | +400.6% |
| All | +908.9% | -22.8% | +931.7% | +806.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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