-51.1%
FIS vs BAM
+4.2%
-55.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +6.2% | -29.9% | -25.1% |
| 7D | -18.4% | +14.2% | -32.6% | -22.2% |
| 30D | -11.4% | +21.0% | -32.3% | -17.3% |
| 3M | -32.0% | +5.2% | -37.2% | -33.1% |
| 6M | -35.6% | +16.0% | -51.6% | -39.2% |
| YTD | -53.8% | +6.5% | -60.3% | -54.8% |
| 1Y | -51.1% | +4.4% | -55.5% | -52.0% |
| All | -51.1% | +4.2% | -55.3% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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