-51.6%
FISV vs BAM
+71.9%
-123.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -2.8% |
| 7D | -1.6% | -1.6% | 0.0% | -1.0% |
| 30D | -3.0% | -6.0% | +3.0% | -0.7% |
| 3M | -3.5% | +7.3% | -10.9% | -6.0% |
| 6M | -19.4% | +8.2% | -27.6% | -21.8% |
| YTD | -24.3% | -3.8% | -20.4% | -23.6% |
| 1Y | -62.4% | -10.7% | -51.7% | -61.2% |
| 3Y | -58.2% | +55.3% | -113.5% | -64.6% |
| All | -51.6% | +71.9% | -123.4% | -60.7% |
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