-39.0%
U vs FTAI
+1,573.0%
-1,612.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -3.8% | +0.7% | -4.5% | -4.0% |
| 30D | +17.5% | -12.1% | +29.5% | +21.5% |
| 3M | +38.7% | -21.3% | +60.1% | +46.7% |
| 6M | +104.4% | -30.2% | +134.6% | +119.5% |
| YTD | -5.7% | +0.3% | -6.0% | -11.5% |
| 1Y | +3.7% | +27.2% | -23.5% | -11.5% |
| 3Y | +12.3% | +443.9% | -431.6% | -57.0% |
| 5Y | -68.8% | +853.5% | -922.4% | -91.7% |
| All | -39.0% | +1,573.0% | -1,612.0% | -84.7% |
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