-98.7%
AMC vs CBRE
+387.8%
-486.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | -2.8% | -4.6% | +1.8% | +0.6% |
| 30D | +14.0% | +3.0% | +11.0% | +11.9% |
| 3M | +42.5% | -8.7% | +51.2% | +50.7% |
| 6M | +142.6% | -7.9% | +150.4% | +151.6% |
| YTD | +119.2% | -16.3% | +135.5% | +141.1% |
| 1Y | +40.7% | -13.1% | +53.9% | +50.6% |
| 3Y | -57.3% | +83.1% | -140.4% | -75.9% |
| 5Y | -99.1% | +27.7% | -126.9% | -99.3% |
| 10Y | -98.7% | +386.9% | -485.6% | -99.5% |
| All | -98.7% | +387.8% | -486.5% | -99.5% |
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