+243.1%
FTAI vs UMAC
+488.3%
-245.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.5% | -2.6% |
| 7D | -9.7% | -4.0% | -5.7% | -9.5% |
| 30D | -20.0% | -9.4% | -10.6% | -19.8% |
| 3M | -20.1% | +3.0% | -23.0% | -20.7% |
| 6M | -33.3% | +27.2% | -60.5% | -35.0% |
| YTD | -8.0% | +84.7% | -92.7% | -11.4% |
| 1Y | +8.0% | +136.5% | -128.5% | +3.4% |
| All | +243.1% | +488.3% | -245.1% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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