-39.8%
FIS vs BAM
+85.9%
-125.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.5% |
| 7D | -25.5% | +9.7% | -35.2% | -28.2% |
| 30D | -15.1% | +19.0% | -34.0% | -20.4% |
| 3M | -32.1% | +0.6% | -32.7% | -32.6% |
| 6M | -36.1% | +11.1% | -47.1% | -38.9% |
| YTD | -55.4% | +4.2% | -59.6% | -56.5% |
| 1Y | -53.9% | +3.3% | -57.2% | -55.0% |
| 3Y | -39.8% | +88.8% | -128.5% | -55.4% |
| All | -39.8% | +85.9% | -125.7% | -55.4% |
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