+623.7%
JPM vs FTAI
+2,432.1%
-1,808.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.8% | +6.2% | +1.4% |
| 7D | -0.4% | -0.2% | -0.2% | -0.5% |
| 30D | -1.4% | -13.6% | +12.2% | +1.0% |
| 3M | +13.9% | -20.6% | +34.5% | +17.8% |
| 6M | +23.5% | -32.6% | +56.1% | +30.2% |
| YTD | +11.6% | -5.4% | +17.0% | +9.4% |
| 1Y | +21.4% | +12.9% | +8.5% | +13.9% |
| 3Y | +163.4% | +428.1% | -264.7% | +55.8% |
| 5Y | +152.5% | +863.0% | -710.5% | +23.4% |
| 10Y | +592.1% | +3,092.6% | -2,500.4% | +150.6% |
| All | +623.7% | +2,432.1% | -1,808.4% | +171.1% |
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