-18.5%
FIS vs BAH
-32.2%
+13.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.7% |
| 7D | +1.1% | -3.2% | +4.3% | +1.7% |
| 30D | -2.2% | +2.0% | -4.2% | -2.6% |
| 3M | +2.1% | -7.6% | +9.8% | +3.2% |
| 6M | -14.7% | -5.7% | -9.0% | -14.3% |
| YTD | -35.7% | -11.7% | -24.0% | -34.7% |
| 1Y | -37.1% | -27.4% | -9.7% | -34.8% |
| All | -18.5% | -32.2% | +13.7% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling