-2.9%
ADSK vs FTAI
+424.1%
-427.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | +0.2% |
| 7D | -2.5% | -5.2% | +2.7% | -2.2% |
| 30D | -14.9% | -17.9% | +3.0% | -13.9% |
| 3M | +3.3% | -22.7% | +26.1% | +4.7% |
| 6M | -15.7% | -28.0% | +12.4% | -14.7% |
| YTD | -28.2% | -5.0% | -23.3% | -30.2% |
| 1Y | -34.5% | +10.4% | -44.9% | -37.8% |
| 3Y | -2.9% | +425.2% | -428.1% | -39.4% |
| All | -2.9% | +424.1% | -427.0% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling