+908.9%
FTAI vs Z
-64.7%
+973.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.0% | -0.7% | +2.5% |
| 7D | -5.2% | -6.0% | +0.8% | -4.0% |
| 30D | -17.9% | -2.3% | -15.6% | -17.9% |
| 3M | -22.7% | -0.6% | -22.1% | -23.3% |
| 6M | -28.0% | -27.6% | -0.4% | -23.4% |
| YTD | -5.0% | -52.4% | +47.4% | +10.0% |
| 1Y | +10.4% | -63.6% | +74.0% | +34.9% |
| 3Y | +425.2% | -36.4% | +461.6% | +456.2% |
| All | +908.9% | -64.7% | +973.6% | +884.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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