+316.6%
RF vs FTAI
+2,364.0%
-2,047.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.0% | -11.3% | -3.0% |
| 7D | -0.9% | -3.7% | +2.8% | -0.5% |
| 30D | +6.0% | +3.1% | +2.9% | +4.1% |
| 3M | -8.9% | -18.3% | +9.4% | -6.0% |
| 6M | +2.3% | -36.6% | +39.0% | +11.0% |
| YTD | +7.6% | -7.9% | +15.5% | +3.2% |
| 1Y | +21.2% | +12.0% | +9.2% | +9.5% |
| 3Y | +108.5% | +361.5% | -253.0% | +0.2% |
| 5Y | +43.2% | +819.9% | -776.6% | -49.0% |
| 10Y | +288.1% | +2,737.4% | -2,449.4% | -9.8% |
| All | +316.6% | +2,364.0% | -2,047.5% | -2.1% |
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