-97.7%
AMC vs CBRE
+447.4%
-545.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.4% | -9.1% | -10.3% |
| 7D | 0.0% | +6.0% | -6.0% | -3.4% |
| 30D | +4.4% | +4.4% | +0.1% | +1.7% |
| 3M | +15.4% | -9.8% | +25.2% | +22.5% |
| 6M | +93.7% | -4.4% | +98.1% | +95.7% |
| YTD | +97.4% | -15.2% | +112.6% | +114.1% |
| 1Y | +23.2% | -9.1% | +32.3% | +27.4% |
| 3Y | -71.3% | +79.4% | -150.7% | -82.5% |
| 5Y | -99.3% | +27.8% | -127.1% | -99.4% |
| 10Y | -98.7% | +416.1% | -514.8% | -99.6% |
| All | -97.7% | +447.4% | -545.1% | -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