+45.0%
ADP vs FTAI
+929.6%
-884.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.8% | +4.8% | -0.6% |
| 7D | -5.7% | -0.2% | -5.5% | -5.7% |
| 30D | -3.1% | -13.6% | +10.6% | -2.3% |
| 3M | +15.6% | -20.6% | +36.2% | +16.7% |
| 6M | +20.8% | -32.6% | +53.4% | +22.9% |
| YTD | +4.7% | -5.4% | +10.1% | +2.4% |
| 1Y | -8.3% | +12.9% | -21.2% | -12.5% |
| 3Y | +13.6% | +428.1% | -414.6% | -23.2% |
| 5Y | +45.0% | +863.0% | -818.0% | -17.7% |
| All | +45.0% | +929.6% | -884.6% | -17.7% |
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 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