-98.9%
AMC vs CBRE
+392.8%
-491.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.7% |
| 7D | +2.3% | -2.0% | +4.3% | +3.3% |
| 30D | -0.7% | -2.2% | +1.4% | +0.3% |
| 3M | +35.2% | +12.9% | +22.3% | +22.1% |
| 6M | +124.6% | +4.3% | +120.3% | +115.6% |
| YTD | +69.9% | -8.0% | +77.9% | +75.4% |
| 1Y | -2.6% | -8.6% | +6.0% | +0.4% |
| 3Y | -79.8% | +71.9% | -151.6% | -87.9% |
| 5Y | -99.4% | +50.0% | -149.4% | -99.6% |
| All | -98.9% | +392.8% | -491.7% | -99.6% |
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 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