-56.5%
FIS vs BAM
+90.5%
-147.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -2.1% |
| 7D | -29.4% | +5.3% | -34.7% | -31.1% |
| 30D | -16.7% | +18.1% | -34.8% | -22.1% |
| 3M | -33.0% | +4.2% | -37.2% | -34.4% |
| 6M | -33.3% | +11.1% | -44.4% | -36.4% |
| YTD | -56.0% | +6.6% | -62.6% | -57.5% |
| 1Y | -54.6% | +6.2% | -60.8% | -56.2% |
| 3Y | -40.6% | +95.0% | -135.7% | -57.1% |
| All | -56.5% | +90.5% | -147.1% | -68.9% |
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