+322.3%
RF vs FTAI
+2,476.2%
-2,153.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | +0.5% |
| 7D | +0.3% | -6.1% | +6.5% | +1.3% |
| 30D | +6.2% | +10.9% | -4.7% | +2.3% |
| 3M | -7.8% | -12.1% | +4.3% | -6.8% |
| 6M | +5.9% | -30.0% | +35.9% | +11.9% |
| YTD | +9.0% | -3.7% | +12.8% | +3.3% |
| 1Y | +19.3% | +14.8% | +4.5% | +7.0% |
| 3Y | +116.4% | +376.0% | -259.5% | +3.3% |
| 5Y | +46.0% | +886.6% | -840.5% | -49.1% |
| 10Y | +239.8% | +2,741.2% | -2,501.4% | -21.5% |
| All | +322.3% | +2,476.2% | -2,153.9% | -2.0% |
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