+2,467.6%
AMD vs CBRE
+2,052.9%
+414.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.4% | -13.9% | -16.1% |
| 7D | -28.6% | +6.0% | -34.6% | -30.1% |
| 30D | -37.7% | +4.4% | -42.1% | -38.8% |
| 3M | -16.1% | -9.8% | -6.3% | -13.8% |
| 6M | +13.8% | -4.4% | +18.2% | +13.5% |
| YTD | +88.8% | -15.2% | +104.0% | +94.5% |
| 1Y | +57.8% | -9.1% | +66.9% | +58.4% |
| 3Y | +260.3% | +79.4% | +180.9% | +182.6% |
| 5Y | +196.6% | +27.8% | +168.8% | +162.9% |
| 10Y | +6,064.6% | +416.1% | +5,648.5% | +3,279.3% |
| All | +2,467.6% | +2,052.9% | +414.7% | +464.8% |
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