+1,690.9%
UMC vs FTAI
+2,432.1%
-741.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.8% | +9.8% | +5.0% |
| 7D | +13.6% | -0.2% | +13.8% | +13.5% |
| 30D | +20.8% | -13.6% | +34.4% | +23.5% |
| 3M | +16.1% | -20.6% | +36.7% | +20.6% |
| 6M | +137.3% | -32.6% | +169.9% | +150.6% |
| YTD | +193.8% | -5.4% | +199.1% | +192.1% |
| 1Y | +236.1% | +12.9% | +223.2% | +222.4% |
| 3Y | +267.1% | +428.1% | -161.0% | +147.1% |
| 5Y | +145.3% | +863.0% | -717.7% | +44.0% |
| 10Y | +1,857.3% | +3,092.6% | -1,235.3% | +900.8% |
| All | +1,690.9% | +2,432.1% | -741.2% | +798.3% |
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 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