+639.0%
CBRE vs AMBA
+722.2%
-83.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.4% | +6.1% | -1.8% |
| 7D | +6.0% | -14.6% | +20.6% | +8.8% |
| 30D | +4.4% | -18.8% | +23.2% | +7.7% |
| 3M | -9.8% | -32.6% | +22.8% | -4.3% |
| 6M | -4.4% | -25.8% | +21.4% | -3.4% |
| YTD | -15.2% | -22.1% | +6.9% | -15.8% |
| 1Y | -9.1% | -36.2% | +27.1% | -7.1% |
| 3Y | +79.4% | +10.0% | +69.4% | +57.1% |
| 5Y | +27.8% | -71.6% | +99.4% | +33.2% |
| 10Y | +416.1% | -4.7% | +420.8% | +301.1% |
| All | +639.0% | +722.2% | -83.2% | +336.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling