-71.4%
FIS vs BAH
+8.3%
-79.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -1.3% |
| 7D | -25.5% | -3.5% | -21.9% | -25.0% |
| 30D | -15.1% | +24.3% | -39.3% | -19.1% |
| 3M | -32.1% | +16.3% | -48.4% | -34.5% |
| 6M | -36.1% | +13.6% | -49.6% | -38.3% |
| YTD | -55.4% | +3.5% | -58.9% | -56.2% |
| 1Y | -53.9% | +2.7% | -56.6% | -54.8% |
| 3Y | -39.8% | -26.6% | -13.2% | -39.9% |
| All | -71.4% | +8.3% | -79.6% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling