-55.9%
FIS vs BAM
+86.2%
-142.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.5% |
| 7D | -25.5% | +9.7% | -35.2% | -28.4% |
| 30D | -15.1% | +19.0% | -34.0% | -20.7% |
| 3M | -32.1% | +0.6% | -32.7% | -32.7% |
| 6M | -36.1% | +11.1% | -47.1% | -39.1% |
| YTD | -55.4% | +4.2% | -59.6% | -56.6% |
| 1Y | -53.9% | +3.3% | -57.2% | -55.1% |
| 3Y | -39.8% | +88.8% | -128.5% | -56.0% |
| All | -55.9% | +86.2% | -142.2% | -68.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling