+604.9%
ADM vs CBRE
+2,028.3%
-1,423.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.3% |
| 7D | -1.8% | -0.5% | -1.3% | -1.8% |
| 30D | -13.3% | +3.1% | -16.3% | -14.0% |
| 3M | -13.4% | -6.4% | -7.0% | -12.6% |
| 6M | -9.6% | -7.9% | -1.7% | -8.9% |
| YTD | +23.0% | -16.2% | +39.2% | +25.6% |
| 1Y | +27.4% | -11.2% | +38.6% | +28.4% |
| 3Y | +5.7% | +83.4% | -77.7% | -10.4% |
| 5Y | +22.1% | +28.4% | -6.4% | +10.1% |
| 10Y | +106.0% | +386.8% | -280.8% | +37.9% |
| All | +604.9% | +2,028.3% | -1,423.4% | +208.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling