+319.9%
ADP vs FTAI
+2,658.1%
-2,338.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +0.8% |
| 7D | +2.2% | +0.2% | +2.0% | +2.0% |
| 30D | +10.6% | +10.7% | -0.1% | +8.6% |
| 3M | +12.9% | -16.4% | +29.3% | +14.1% |
| 6M | +50.6% | -32.2% | +82.9% | +54.7% |
| YTD | +23.2% | -7.7% | +30.9% | +19.3% |
| 1Y | +25.3% | +18.7% | +6.5% | +16.5% |
| 3Y | +47.1% | +354.3% | -307.2% | -1.3% |
| 5Y | +50.1% | +850.7% | -800.7% | -15.8% |
| All | +319.9% | +2,658.1% | -2,338.2% | +95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling