+194.0%
AFRM vs CBRE
+86.2%
+107.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.6% | -0.9% |
| 7D | -8.4% | -0.5% | -7.8% | -7.7% |
| 30D | -18.3% | +3.1% | -21.3% | -20.5% |
| 3M | -12.7% | -6.4% | -6.3% | -7.7% |
| 6M | +3.0% | -7.9% | +10.9% | +9.1% |
| YTD | -11.4% | -16.2% | +4.8% | +1.2% |
| 1Y | -13.3% | -11.2% | -2.1% | -6.7% |
| 3Y | +194.0% | +83.4% | +110.6% | +33.8% |
| All | +194.0% | +86.2% | +107.9% | +33.8% |
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 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