+124.2%
ADM vs FTAI
+2,582.9%
-2,458.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.4% |
| 7D | +3.8% | +0.7% | +3.1% | +3.6% |
| 30D | +9.8% | -12.1% | +21.8% | +11.1% |
| 3M | +2.1% | -21.3% | +23.5% | +4.1% |
| 6M | +27.5% | -30.2% | +57.7% | +30.6% |
| YTD | +50.2% | +0.3% | +49.9% | +46.6% |
| 1Y | +40.6% | +27.2% | +13.4% | +32.2% |
| 3Y | +17.2% | +443.9% | -426.6% | -18.7% |
| 5Y | +61.9% | +853.5% | -791.7% | -1.3% |
| 10Y | +159.3% | +3,169.1% | -3,009.8% | +24.3% |
| All | +124.2% | +2,582.9% | -2,458.7% | +4.7% |
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