+2,932.2%
AMD vs CBRE
+2,234.5%
+697.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +4.9% |
| 7D | +2.6% | -2.0% | +4.5% | +3.2% |
| 30D | -0.9% | -2.2% | +1.3% | -0.5% |
| 3M | -8.7% | +12.9% | -21.6% | -13.5% |
| 6M | +136.3% | +4.3% | +132.0% | +129.6% |
| YTD | +123.0% | -8.0% | +131.0% | +124.5% |
| 1Y | +195.2% | -8.6% | +203.7% | +196.0% |
| 3Y | +336.3% | +71.9% | +264.5% | +248.6% |
| 5Y | +334.5% | +50.0% | +284.5% | +266.5% |
| 10Y | +6,259.1% | +390.1% | +5,869.1% | +3,447.9% |
| All | +2,932.2% | +2,234.5% | +697.7% | +551.9% |
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