+41.5%
FIS vs BAH
+1,056.2%
-1,014.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -1.0% |
| 7D | -25.5% | -3.5% | -21.9% | -24.8% |
| 30D | -15.1% | +24.3% | -39.3% | -20.5% |
| 3M | -32.1% | +16.3% | -48.4% | -35.4% |
| 6M | -36.1% | +13.6% | -49.6% | -39.1% |
| YTD | -55.4% | +3.5% | -58.9% | -56.6% |
| 1Y | -53.9% | +2.7% | -56.6% | -55.1% |
| 3Y | -39.8% | -26.6% | -13.2% | -38.0% |
| 5Y | -71.1% | +8.5% | -79.6% | -74.4% |
| 10Y | -53.8% | +225.1% | -278.9% | -70.2% |
| All | +41.5% | +1,056.2% | -1,014.7% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling