+1,604.1%
AMT vs CBRE
+2,234.5%
-630.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -0.2% | -2.0% | +1.8% | +0.2% |
| 30D | +4.6% | -2.2% | +6.8% | +5.1% |
| 3M | -8.4% | +12.9% | -21.4% | -11.1% |
| 6M | -6.0% | +4.3% | -10.3% | -7.2% |
| YTD | +2.1% | -8.0% | +10.2% | +3.1% |
| 1Y | -6.4% | -8.6% | +2.2% | -5.5% |
| 3Y | +8.1% | +71.9% | -63.8% | -6.8% |
| 5Y | -31.9% | +50.0% | -81.9% | -40.0% |
| 10Y | +97.1% | +390.1% | -292.9% | +29.3% |
| All | +1,604.1% | +2,234.5% | -630.3% | +577.1% |
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