+102.7%
AMCR vs CBRE
+735.8%
-633.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -0.8% |
| 7D | -1.8% | -1.5% | -0.3% | -1.5% |
| 30D | -6.0% | -4.0% | -2.0% | -5.1% |
| 3M | +18.9% | +8.0% | +10.9% | +16.3% |
| 6M | +5.7% | +4.0% | +1.7% | +4.4% |
| YTD | +11.1% | -11.5% | +22.6% | +13.6% |
| 1Y | +14.4% | -13.0% | +27.4% | +17.4% |
| 3Y | +13.0% | +66.9% | -53.9% | -4.2% |
| 5Y | -7.5% | +45.0% | -52.6% | -20.0% |
| 10Y | +20.1% | +385.0% | -364.9% | -14.4% |
| All | +102.7% | +735.8% | -633.1% | +44.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling