+760.6%
ADM vs CBRE
+2,234.5%
-1,473.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +3.8% | -2.0% | +5.7% | +4.1% |
| 30D | +9.8% | -2.2% | +11.9% | +10.0% |
| 3M | +2.1% | +12.9% | -10.8% | -0.9% |
| 6M | +27.5% | +4.3% | +23.2% | +25.4% |
| YTD | +50.2% | -8.0% | +58.3% | +50.9% |
| 1Y | +40.6% | -8.6% | +49.2% | +41.2% |
| 3Y | +17.2% | +71.9% | -54.6% | +1.0% |
| 5Y | +61.9% | +50.0% | +11.9% | +41.7% |
| 10Y | +159.3% | +390.1% | -230.8% | +73.5% |
| All | +760.6% | +2,234.5% | -1,473.9% | +271.2% |
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