-56.8%
AMC vs CBRE
+86.2%
-143.0%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.7% |
| 7D | +5.5% | -0.5% | +6.0% | +6.0% |
| 30D | +16.1% | +3.1% | +13.1% | +15.2% |
| 3M | +43.0% | -6.4% | +49.3% | +46.1% |
| 6M | +130.7% | -7.9% | +138.6% | +136.2% |
| YTD | +121.8% | -16.2% | +138.0% | +133.8% |
| 1Y | +40.7% | -11.2% | +51.9% | +45.7% |
| 3Y | -56.8% | +83.4% | -140.2% | -69.1% |
| All | -56.8% | +86.2% | -143.0% | -69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling