+100.3%
AMCR vs CBRE
+682.1%
-581.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -2.4% | -1.8% | -0.6% | -1.9% |
| 30D | +3.6% | +3.3% | +0.3% | +2.6% |
| 3M | -4.2% | -12.4% | +8.2% | -1.0% |
| 6M | +15.5% | -5.4% | +20.9% | +16.8% |
| YTD | +9.7% | -17.2% | +27.0% | +14.1% |
| 1Y | +8.3% | -13.1% | +21.4% | +11.1% |
| 3Y | +15.4% | +81.6% | -66.2% | -4.4% |
| 5Y | -9.1% | +26.4% | -35.5% | -18.7% |
| 10Y | +18.6% | +381.6% | -363.0% | -13.9% |
| All | +100.3% | +682.1% | -581.9% | +45.3% |
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