+590.9%
JPM vs FTAI
+3,098.4%
-2,507.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.6% | +0.1% |
| 7D | -0.7% | -5.2% | +4.5% | +0.3% |
| 30D | -2.5% | -17.9% | +15.5% | +1.0% |
| 3M | +14.1% | -22.7% | +36.9% | +18.8% |
| 6M | +25.1% | -28.0% | +53.1% | +30.2% |
| YTD | +12.1% | -5.0% | +17.1% | +9.7% |
| 1Y | +18.8% | +10.4% | +8.4% | +11.7% |
| 3Y | +163.4% | +425.2% | -261.8% | +51.2% |
| 5Y | +156.5% | +890.3% | -733.8% | +18.7% |
| All | +590.9% | +3,098.4% | -2,507.6% | +142.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling