+162.4%
ADM vs CBRE
+378.3%
-215.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +1.0% |
| 7D | -0.1% | -1.5% | +1.5% | +0.3% |
| 30D | +11.0% | -4.0% | +15.0% | +12.0% |
| 3M | +6.0% | +8.0% | -2.0% | +2.8% |
| 6M | +26.9% | +4.0% | +23.0% | +23.9% |
| YTD | +50.0% | -11.5% | +61.5% | +52.7% |
| 1Y | +39.6% | -13.0% | +52.6% | +42.5% |
| 3Y | +18.5% | +66.9% | -48.4% | -6.4% |
| 5Y | +62.6% | +45.0% | +17.5% | +31.6% |
| 10Y | +162.4% | +385.0% | -222.6% | +35.8% |
| All | +162.4% | +378.3% | -215.9% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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