+93.7%
AMC vs CBRE
-2.9%
+96.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.4% | -9.1% | -11.3% |
| 7D | 0.0% | +6.0% | -6.0% | -1.1% |
| 30D | +4.4% | +4.4% | +0.1% | +3.7% |
| 3M | +15.4% | -9.8% | +25.2% | +18.1% |
| 6M | +93.7% | -4.4% | +98.1% | +101.1% |
| All | +93.7% | -2.9% | +96.6% | +101.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling