+275.2%
ADP vs FTAI
+2,995.8%
-2,720.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.1% |
| 7D | -5.7% | -9.7% | +4.0% | -4.6% |
| 30D | -1.4% | -20.0% | +18.6% | +1.0% |
| 3M | +16.6% | -20.1% | +36.6% | +18.5% |
| 6M | +24.9% | -33.3% | +58.2% | +28.5% |
| YTD | +5.6% | -8.0% | +13.6% | +3.1% |
| 1Y | -6.0% | +8.0% | -14.0% | -11.0% |
| 3Y | +14.5% | +413.4% | -399.0% | -24.7% |
| 5Y | +47.9% | +858.6% | -810.7% | -16.8% |
| All | +275.2% | +2,995.8% | -2,720.6% | +62.9% |
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