-98.1%
AMC vs CBRE
+493.5%
-591.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.7% |
| 7D | +2.3% | -2.0% | +4.3% | +3.2% |
| 30D | -0.7% | -2.2% | +1.4% | +0.3% |
| 3M | +35.2% | +12.9% | +22.3% | +23.0% |
| 6M | +124.6% | +4.3% | +120.3% | +116.3% |
| YTD | +69.9% | -8.0% | +77.9% | +75.2% |
| 1Y | -2.6% | -8.6% | +6.0% | +0.3% |
| 3Y | -79.8% | +71.9% | -151.6% | -87.3% |
| 5Y | -99.4% | +50.0% | -149.4% | -99.6% |
| 10Y | -98.9% | +390.1% | -488.9% | -99.6% |
| All | -98.1% | +493.5% | -591.6% | -99.3% |
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