+1,749.3%
AMT vs CBRE
+2,039.6%
-290.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | +0.5% | +5.2% | -4.6% | -0.6% |
| 30D | +13.6% | +6.2% | +7.4% | +11.8% |
| 3M | +11.5% | -8.1% | +19.6% | +13.2% |
| 6M | +6.9% | -6.6% | +13.6% | +8.0% |
| YTD | +10.8% | -15.7% | +26.5% | +13.7% |
| 1Y | +10.3% | -9.7% | +20.0% | +11.3% |
| 3Y | +12.4% | +80.4% | -68.0% | -4.4% |
| 5Y | -20.1% | +27.0% | -47.1% | -27.1% |
| 10Y | +116.8% | +412.9% | -296.1% | +40.8% |
| All | +1,749.3% | +2,039.6% | -290.3% | +647.2% |
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