-40.7%
FIS vs BAH
-26.8%
-13.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -4.9% | -5.6% |
| 7D | -3.5% | -4.3% | +0.9% | -2.3% |
| 30D | -7.8% | -4.5% | -3.4% | -6.7% |
| 3M | +0.8% | -7.6% | +8.4% | +2.5% |
| 6M | -21.9% | -10.6% | -11.3% | -20.0% |
| YTD | -39.5% | -12.6% | -26.9% | -37.6% |
| All | -40.7% | -26.8% | -13.9% | -37.2% |
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