-33.3%
FTAI vs ULTA
-15.7%
-17.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.6% | -2.5% |
| 7D | -9.7% | -3.9% | -5.8% | -8.7% |
| 30D | -20.0% | -1.1% | -18.9% | -19.3% |
| 3M | -20.1% | +13.8% | -33.8% | -24.5% |
| 6M | -33.3% | -17.2% | -16.0% | -26.1% |
| All | -33.3% | -15.7% | -17.6% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 6mo: compounded portfolio wealth divided by compounded ULTA 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…
6mo analysis · Full analysis span regression · 6 months rolling