+67.1%
ADM vs FTAI
+929.6%
-862.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.8% | +8.2% | +2.7% |
| 7D | +1.4% | -0.2% | +1.6% | +1.3% |
| 30D | +8.2% | -13.6% | +21.9% | +8.9% |
| 3M | +8.7% | -20.6% | +29.3% | +9.7% |
| 6M | +29.1% | -32.6% | +61.7% | +31.0% |
| YTD | +53.7% | -5.4% | +59.0% | +51.8% |
| 1Y | +43.2% | +12.9% | +30.4% | +39.2% |
| 3Y | +21.4% | +428.1% | -406.7% | -7.8% |
| 5Y | +67.1% | +863.0% | -795.9% | +11.5% |
| All | +67.1% | +929.6% | -862.5% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling