+425.2%
FTAI vs TROW
+11.3%
+413.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +4.1% |
| 7D | -5.2% | -3.2% | -2.0% | -3.1% |
| 30D | -17.9% | -4.6% | -13.3% | -15.3% |
| 3M | -22.7% | -0.7% | -22.1% | -23.3% |
| 6M | -28.0% | +22.2% | -50.2% | -37.8% |
| YTD | -5.0% | +6.6% | -11.6% | -10.4% |
| 1Y | +10.4% | +5.8% | +4.6% | +4.3% |
| 3Y | +425.2% | +11.6% | +413.6% | +359.0% |
| All | +425.2% | +11.3% | +413.9% | +359.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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