-97.7%
AMC vs CBRE
+444.0%
-541.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.6% | +2.3% |
| 7D | +2.6% | +5.2% | -2.6% | -0.3% |
| 30D | +9.0% | +6.2% | +2.8% | +5.0% |
| 3M | +22.2% | -8.1% | +30.3% | +28.2% |
| 6M | +91.5% | -6.6% | +98.1% | +96.4% |
| YTD | +101.3% | -15.7% | +117.0% | +119.2% |
| 1Y | +20.8% | -9.7% | +30.4% | +25.3% |
| 3Y | -71.3% | +80.4% | -151.7% | -82.6% |
| 5Y | -99.2% | +27.0% | -126.3% | -99.4% |
| 10Y | -98.7% | +412.9% | -511.6% | -99.5% |
| All | -97.7% | +444.0% | -541.7% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling