+247.6%
RTX vs FTAI
+2,582.9%
-2,335.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | -5.2% | +0.7% | -5.8% | -5.3% |
| 30D | -9.4% | -12.1% | +2.7% | -7.5% |
| 3M | +12.3% | -21.3% | +33.6% | +16.1% |
| 6M | -3.1% | -30.2% | +27.1% | +1.2% |
| YTD | +10.7% | +0.3% | +10.4% | +7.7% |
| 1Y | +28.4% | +27.2% | +1.3% | +18.4% |
| 3Y | +147.1% | +443.9% | -296.8% | +46.2% |
| 5Y | +167.2% | +853.5% | -686.3% | +30.8% |
| 10Y | +274.7% | +3,169.1% | -2,894.4% | +30.8% |
| All | +247.6% | +2,582.9% | -2,335.2% | +22.1% |
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