-98.7%
AMC vs CBRE
+388.5%
-487.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +3.4% |
| 7D | +5.5% | -0.5% | +6.0% | +6.3% |
| 30D | +16.1% | +3.1% | +13.1% | +13.9% |
| 3M | +43.0% | -6.4% | +49.3% | +48.4% |
| 6M | +130.7% | -7.9% | +138.6% | +139.3% |
| YTD | +121.8% | -16.2% | +138.0% | +143.7% |
| 1Y | +40.7% | -11.2% | +51.9% | +48.1% |
| 3Y | -56.8% | +83.4% | -140.2% | -75.7% |
| 5Y | -99.1% | +28.4% | -127.5% | -99.3% |
| 10Y | -98.7% | +386.8% | -485.4% | -99.5% |
| All | -98.7% | +388.5% | -487.2% | -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