+196.6%
AMD vs CBRE
+27.7%
+168.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.4% | -13.9% | -15.6% |
| 7D | -28.6% | +6.0% | -34.6% | -30.7% |
| 30D | -37.7% | +4.4% | -42.1% | -39.3% |
| 3M | -16.1% | -9.8% | -6.3% | -12.5% |
| 6M | +13.8% | -4.4% | +18.2% | +13.4% |
| YTD | +88.8% | -15.2% | +104.0% | +98.1% |
| 1Y | +57.8% | -9.1% | +66.9% | +57.6% |
| 3Y | +260.3% | +79.4% | +180.9% | +104.1% |
| 5Y | +196.6% | +27.8% | +168.8% | +111.6% |
| All | +196.6% | +27.7% | +168.9% | +111.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling