-3.4%
JD vs FTAI
+2,582.9%
-2,586.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.1% |
| 7D | -1.7% | +0.7% | -2.3% | -1.8% |
| 30D | -13.2% | -12.1% | -1.1% | -12.0% |
| 3M | -3.2% | -21.3% | +18.2% | -1.1% |
| 6M | +15.2% | -30.2% | +45.5% | +18.5% |
| YTD | +2.0% | +0.3% | +1.7% | -0.2% |
| 1Y | -5.4% | +27.2% | -32.5% | -10.6% |
| 3Y | -9.1% | +443.9% | -453.0% | -36.4% |
| 5Y | -59.6% | +853.5% | -913.2% | -74.9% |
| 10Y | +26.2% | +3,169.1% | -3,142.8% | -32.1% |
| All | -3.4% | +2,582.9% | -2,586.2% | -44.8% |
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