+100.2%
AMCR vs CBRE
+768.7%
-668.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -1.9% | -2.0% | +0.1% | -1.4% |
| 30D | -4.1% | -2.2% | -1.9% | -3.6% |
| 3M | +21.7% | +12.9% | +8.8% | +17.6% |
| 6M | +1.5% | +4.3% | -2.8% | +0.2% |
| YTD | +13.1% | -8.0% | +21.2% | +14.5% |
| 1Y | +13.0% | -8.6% | +21.5% | +14.4% |
| 3Y | +6.9% | +71.9% | -65.0% | -10.1% |
| 5Y | -10.5% | +50.0% | -60.5% | -23.2% |
| 10Y | +20.9% | +390.1% | -369.2% | -14.7% |
| All | +100.2% | +768.7% | -668.5% | +41.4% |
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