+262.2%
UMC vs FTAI
+424.1%
-161.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -1.0% | +1.8% |
| 7D | +9.0% | -5.2% | +14.2% | +9.9% |
| 30D | +17.2% | -17.9% | +35.2% | +20.8% |
| 3M | +11.4% | -22.7% | +34.1% | +15.8% |
| 6M | +137.5% | -28.0% | +165.5% | +147.2% |
| YTD | +193.1% | -5.0% | +198.1% | +193.0% |
| 1Y | +240.3% | +10.4% | +229.9% | +231.5% |
| 3Y | +262.2% | +425.2% | -163.0% | +144.3% |
| All | +262.2% | +424.1% | -161.9% | +144.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling