+386.9%
CBRE vs AMBA
+7.9%
+379.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.8% |
| 7D | -4.6% | +2.6% | -7.2% | -5.2% |
| 30D | +3.0% | -3.6% | +6.5% | +3.3% |
| 3M | -8.7% | -24.6% | +15.9% | -4.6% |
| 6M | -7.9% | -21.6% | +13.7% | -7.7% |
| YTD | -16.3% | -11.8% | -4.5% | -19.1% |
| 1Y | -13.1% | -33.2% | +20.1% | -11.6% |
| 3Y | +83.1% | +24.5% | +58.6% | +52.9% |
| 5Y | +27.7% | -67.7% | +95.4% | +30.4% |
| 10Y | +386.9% | +4.7% | +382.2% | +233.1% |
| All | +386.9% | +7.9% | +379.0% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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