-51.1%
FIS vs BAH
+6.2%
-57.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.5% | -25.1% | -24.1% |
| 7D | -18.4% | +5.8% | -24.2% | -19.8% |
| 30D | -11.4% | +28.7% | -40.1% | -17.8% |
| 3M | -32.0% | +20.9% | -52.9% | -36.0% |
| 6M | -35.6% | +15.2% | -50.8% | -38.9% |
| YTD | -53.8% | +7.1% | -60.9% | -54.8% |
| 1Y | -51.1% | +6.4% | -57.5% | -51.9% |
| All | -51.1% | +6.2% | -57.3% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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