-39.7%
FISV vs BAM
+88.1%
-127.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | +8.4% | +5.0% | +3.4% | +6.5% |
| 30D | +38.8% | +16.6% | +22.2% | +31.2% |
| 3M | +21.3% | +2.2% | +19.0% | +20.2% |
| 6M | +14.1% | +9.7% | +4.5% | +10.0% |
| YTD | -5.7% | +5.2% | -11.0% | -8.1% |
| 1Y | -0.8% | +3.9% | -4.7% | -3.1% |
| 3Y | -47.9% | +91.5% | -139.4% | -58.8% |
| All | -39.7% | +88.1% | -127.8% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling