+2,237.7%
AMAT vs CBRE
+2,052.9%
+184.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.4% | -10.2% | -12.5% |
| 7D | -24.3% | +6.0% | -30.3% | -25.7% |
| 30D | -39.8% | +4.4% | -44.1% | -40.7% |
| 3M | -40.2% | -9.8% | -30.4% | -38.7% |
| 6M | -22.1% | -4.4% | -17.7% | -22.4% |
| YTD | +24.7% | -15.2% | +39.9% | +28.2% |
| 1Y | +33.3% | -9.1% | +42.4% | +34.0% |
| 3Y | +133.9% | +79.4% | +54.5% | +88.3% |
| 5Y | +117.1% | +27.8% | +89.2% | +94.4% |
| 10Y | +1,158.7% | +416.1% | +742.6% | +660.2% |
| All | +2,237.7% | +2,052.9% | +184.8% | +641.1% |
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