-54.3%
FIS vs BAH
+199.5%
-253.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.2% | -6.3% | -6.2% |
| 7D | -3.5% | -2.6% | -0.9% | -2.8% |
| 30D | -19.4% | +20.4% | -39.8% | -24.2% |
| 3M | -31.6% | +11.9% | -43.4% | -34.3% |
| 6M | -32.5% | +17.1% | -49.7% | -36.5% |
| YTD | -56.0% | +5.5% | -61.5% | -57.5% |
| 1Y | -55.5% | +5.6% | -61.2% | -57.2% |
| 3Y | -41.3% | -26.5% | -14.8% | -40.0% |
| 5Y | -72.3% | +6.5% | -78.7% | -76.3% |
| All | -54.3% | +199.5% | -253.8% | -71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling