-41.4%
FIS vs BAM
+91.9%
-133.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | -27.4% | +5.0% | -32.4% | -28.9% |
| 30D | -16.8% | +16.6% | -33.4% | -21.5% |
| 3M | -32.6% | +2.2% | -34.8% | -33.5% |
| 6M | -33.4% | +9.7% | -43.1% | -36.0% |
| YTD | -56.0% | +5.2% | -61.3% | -57.3% |
| 1Y | -55.1% | +3.9% | -59.0% | -56.2% |
| 3Y | -41.4% | +91.5% | -133.0% | -56.9% |
| All | -41.4% | +91.9% | -133.3% | -56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling