+20.0%
FTAI vs ADVB
-61.6%
+81.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +42.7% | -47.0% | -4.0% |
| 7D | +12.9% | +74.2% | -61.4% | +13.2% |
| 30D | +9.9% | -35.9% | +45.7% | +9.8% |
| 3M | -19.1% | -56.4% | +37.3% | -19.4% |
| 6M | -30.9% | -36.7% | +5.8% | -30.9% |
| YTD | -6.3% | -43.3% | +37.0% | -3.1% |
| 1Y | +20.0% | -63.4% | +83.4% | +34.6% |
| All | +20.0% | -61.6% | +81.7% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling