-31.7%
AFRM vs CBRE
+110.3%
-142.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -1.2% |
| 7D | -5.5% | -2.8% | -2.7% | -2.4% |
| 30D | -15.5% | +2.2% | -17.7% | -18.0% |
| 3M | -10.3% | -10.1% | -0.2% | +0.5% |
| 6M | +0.6% | -8.0% | +8.6% | +6.8% |
| YTD | -11.5% | -17.6% | +6.0% | +4.8% |
| 1Y | -16.6% | -14.7% | -1.9% | -5.5% |
| 3Y | +193.5% | +80.4% | +113.2% | +14.7% |
| 5Y | -55.8% | +25.9% | -81.7% | -73.2% |
| All | -31.7% | +110.3% | -142.0% | -68.9% |
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 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