+2,522.2%
FTAI vs Z
+17.0%
+2,505.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.7% | +1.5% |
| 7D | +3.9% | -3.3% | +7.2% | +4.5% |
| 30D | -8.8% | -3.7% | -5.1% | -8.5% |
| 3M | -14.5% | -7.0% | -7.5% | -14.0% |
| 6M | -24.0% | -29.5% | +5.5% | -19.4% |
| YTD | +0.5% | -52.6% | +53.0% | +14.4% |
| 1Y | +19.1% | -64.0% | +83.1% | +42.4% |
| 3Y | +460.7% | -36.4% | +497.2% | +487.1% |
| 5Y | +947.3% | -65.8% | +1,013.1% | +1,048.5% |
| 10Y | +3,244.4% | -5.8% | +3,250.2% | +2,765.7% |
| All | +2,522.2% | +17.0% | +2,505.1% | +2,174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling