+1,774.1%
ATI vs CBRE
+2,234.5%
-460.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.3% |
| 7D | -0.1% | -2.0% | +1.9% | +0.9% |
| 30D | +2.7% | -2.2% | +4.9% | +3.2% |
| 3M | +16.3% | +12.9% | +3.4% | +7.8% |
| 6M | +30.2% | +4.3% | +25.9% | +25.1% |
| YTD | +83.6% | -8.0% | +91.6% | +85.1% |
| 1Y | +173.0% | -8.6% | +181.6% | +174.9% |
| 3Y | +356.6% | +71.9% | +284.8% | +229.2% |
| 5Y | +1,074.2% | +50.0% | +1,024.2% | +796.1% |
| 10Y | +1,136.2% | +390.1% | +746.2% | +471.3% |
| All | +1,774.1% | +2,234.5% | -460.3% | +235.0% |
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 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