+213.7%
AFRM vs CBRE
+79.1%
+134.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.7% |
| 7D | -7.3% | +5.2% | -12.5% | -11.2% |
| 30D | -9.6% | +6.2% | -15.8% | -14.1% |
| 3M | -11.1% | -8.1% | -3.0% | -4.7% |
| 6M | +3.9% | -6.6% | +10.5% | +8.6% |
| YTD | -8.5% | -15.7% | +7.2% | +3.8% |
| 1Y | +3.3% | -9.7% | +12.9% | +9.5% |
| 3Y | +213.7% | +80.4% | +133.3% | +86.0% |
| All | +213.7% | +79.1% | +134.6% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling