+398.6%
CBRE vs AMBA
-0.9%
+399.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.1% | -6.7% | -1.7% |
| 7D | +5.2% | -7.2% | +12.4% | +6.5% |
| 30D | +6.2% | -10.4% | +16.6% | +7.9% |
| 3M | -8.1% | -30.1% | +22.0% | -2.6% |
| 6M | -6.6% | -22.4% | +15.8% | -6.5% |
| YTD | -15.7% | -17.3% | +1.6% | -17.5% |
| 1Y | -9.7% | -35.4% | +25.7% | -7.7% |
| 3Y | +80.4% | +18.6% | +61.8% | +51.8% |
| 5Y | +27.0% | -69.8% | +96.8% | +31.2% |
| All | +398.6% | -0.9% | +399.4% | +245.1% |
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