+408.4%
FTAI vs UL
+19.9%
+388.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.8% |
| 7D | -9.7% | -4.1% | -5.6% | -9.6% |
| 30D | -20.0% | -1.2% | -18.8% | -20.0% |
| 3M | -20.1% | +6.0% | -26.0% | -20.4% |
| 6M | -33.3% | -5.5% | -27.8% | -33.9% |
| YTD | -8.0% | -3.3% | -4.7% | -8.4% |
| 1Y | +8.0% | -9.8% | +17.7% | +7.4% |
| All | +408.4% | +19.9% | +388.5% | +416.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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