-40.6%
FIS vs BAH
+207.9%
-248.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -7.9% | +4.3% | -12.2% | -9.1% |
| 30D | -8.0% | -2.5% | -5.5% | -7.4% |
| 3M | +0.6% | -0.9% | +1.5% | +0.3% |
| 6M | -22.2% | +1.5% | -23.7% | -23.3% |
| YTD | -40.8% | -8.0% | -32.8% | -40.1% |
| 1Y | -41.5% | -24.7% | -16.8% | -37.4% |
| 3Y | -25.5% | -28.4% | +2.9% | -23.8% |
| 5Y | -64.8% | +2.8% | -67.6% | -69.8% |
| All | -40.6% | +207.9% | -248.5% | -59.8% |
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