+154.6%
JPM vs FTAI
+847.8%
-693.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.1% |
| 7D | -2.3% | -9.7% | +7.3% | -1.0% |
| 30D | -2.3% | -20.0% | +17.7% | +0.4% |
| 3M | +14.9% | -20.1% | +34.9% | +17.6% |
| 6M | +23.6% | -33.3% | +56.9% | +28.6% |
| YTD | +11.3% | -8.0% | +19.3% | +10.2% |
| 1Y | +19.9% | +8.0% | +11.9% | +15.4% |
| 3Y | +162.6% | +413.4% | -250.8% | +72.0% |
| 5Y | +154.6% | +858.6% | -703.9% | +38.6% |
| All | +154.6% | +847.8% | -693.2% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling