-53.7%
FISV vs BAM
+67.8%
-121.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -2.0% | -3.5% |
| 7D | -6.4% | -3.9% | -2.5% | -5.0% |
| 30D | -6.8% | -8.8% | +2.0% | -3.6% |
| 3M | -10.0% | +2.2% | -12.2% | -10.7% |
| 6M | -20.6% | +5.9% | -26.5% | -22.4% |
| YTD | -27.6% | -6.1% | -21.5% | -26.3% |
| 1Y | -64.3% | -11.6% | -52.7% | -63.0% |
| 3Y | -60.0% | +51.7% | -111.7% | -65.8% |
| All | -53.7% | +67.8% | -121.5% | -62.0% |
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 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