-5.7%
AMT vs CBRE
-12.5%
+6.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.5% |
| 7D | -0.2% | -1.5% | +1.4% | 0.0% |
| 30D | +1.8% | -4.0% | +5.8% | +2.4% |
| 3M | -6.2% | +8.0% | -14.2% | -6.9% |
| 6M | -5.0% | +4.0% | -9.0% | -5.5% |
| YTD | +2.1% | -11.5% | +13.6% | +1.7% |
| 1Y | -5.7% | -13.0% | +7.3% | -5.9% |
| All | -5.7% | -12.5% | +6.7% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling