+39.6%
FIS vs BAH
+1,074.5%
-1,034.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -2.9% | -1.8% |
| 7D | -29.4% | -1.5% | -27.9% | -29.2% |
| 30D | -16.7% | +17.3% | -34.0% | -20.8% |
| 3M | -33.0% | +14.9% | -47.8% | -36.0% |
| 6M | -33.3% | +14.2% | -47.6% | -36.6% |
| YTD | -56.0% | +5.1% | -61.1% | -57.4% |
| 1Y | -54.6% | +2.1% | -56.7% | -55.7% |
| 3Y | -40.6% | -26.0% | -14.7% | -39.0% |
| 5Y | -71.9% | +9.0% | -80.9% | -75.2% |
| 10Y | -55.3% | +208.8% | -264.1% | -70.8% |
| All | +39.6% | +1,074.5% | -1,034.9% | -40.4% |
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 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