+291.3%
IR vs FTAI
+2,303.0%
-2,011.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.7% |
| 7D | -2.8% | +0.7% | -3.5% | -3.1% |
| 30D | -15.1% | -12.1% | -3.1% | -12.7% |
| 3M | +6.1% | -21.3% | +27.4% | +11.3% |
| 6M | -16.8% | -30.2% | +13.4% | -11.1% |
| YTD | -3.5% | +0.3% | -3.8% | -6.1% |
| 1Y | -3.5% | +27.2% | -30.7% | -12.5% |
| 3Y | +9.5% | +443.9% | -434.4% | -44.2% |
| 5Y | +45.1% | +853.5% | -808.5% | -41.0% |
| All | +291.3% | +2,303.0% | -2,011.8% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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