-4.6%
JD vs FTAI
+2,369.3%
-2,373.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.7% |
| 7D | -4.1% | +0.2% | -4.3% | -4.3% |
| 30D | +4.6% | +10.7% | -6.1% | +2.7% |
| 3M | -4.7% | -16.4% | +11.7% | -3.7% |
| 6M | -17.4% | -32.2% | +14.9% | -14.9% |
| YTD | +0.7% | -7.7% | +8.4% | -1.2% |
| 1Y | -5.9% | +18.7% | -24.6% | -10.9% |
| 3Y | +18.9% | +354.3% | -335.4% | -15.2% |
| 5Y | -62.9% | +850.7% | -913.6% | -77.1% |
| 10Y | +32.5% | +2,664.3% | -2,631.8% | -27.8% |
| All | -4.6% | +2,369.3% | -2,373.9% | -45.4% |
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