+124.5%
AMT vs CBRE
+421.6%
-297.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.5% |
| 7D | +0.4% | +1.0% | -0.7% | +0.1% |
| 30D | +3.7% | +5.6% | -1.9% | +1.7% |
| 3M | +10.7% | -6.8% | +17.5% | +12.6% |
| 6M | +9.3% | -5.6% | +14.8% | +10.3% |
| YTD | +10.9% | -14.1% | +25.0% | +14.1% |
| 1Y | +10.5% | -9.5% | +20.0% | +11.7% |
| 3Y | +15.5% | +91.8% | -76.2% | -11.5% |
| 5Y | -20.6% | +30.3% | -50.9% | -32.5% |
| 10Y | +124.5% | +406.9% | -282.3% | +38.0% |
| All | +124.5% | +421.6% | -297.0% | +38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling