-29.6%
AFRM vs CBRE
+113.5%
-143.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.0% | +3.0% |
| 7D | -10.3% | -4.6% | -5.6% | -5.1% |
| 30D | -13.7% | +3.0% | -16.7% | -17.0% |
| 3M | -11.6% | -8.7% | -2.8% | -2.6% |
| 6M | +2.1% | -7.9% | +10.0% | +8.3% |
| YTD | -8.9% | -16.3% | +7.4% | +6.1% |
| 1Y | -9.7% | -13.1% | +3.4% | +0.1% |
| 3Y | +202.5% | +83.1% | +119.3% | +16.1% |
| 5Y | -55.3% | +27.7% | -83.0% | -73.4% |
| All | -29.6% | +113.5% | -143.1% | -68.6% |
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