-49.5%
FISV vs BAM
+78.0%
-127.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -0.3% | -2.0% | +1.6% | +0.4% |
| 30D | -2.1% | -2.9% | +0.9% | -0.9% |
| 3M | -5.7% | +9.4% | -15.1% | -8.7% |
| 6M | -15.3% | +10.8% | -26.1% | -18.6% |
| YTD | -21.1% | -0.4% | -20.7% | -21.4% |
| 1Y | -61.1% | -10.9% | -50.2% | -59.9% |
| 3Y | -56.8% | +61.3% | -118.1% | -63.9% |
| All | -49.5% | +78.0% | -127.5% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling