+45.6%
CBRE vs AMDL
+47.6%
-2.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +22.3% | -22.9% | -1.3% |
| 7D | +5.2% | -26.2% | +31.4% | +5.8% |
| 30D | +6.2% | -57.1% | +63.3% | +8.4% |
| 3M | -8.1% | -29.8% | +21.8% | -7.9% |
| 6M | -6.6% | -22.2% | +15.6% | -8.7% |
| YTD | -15.7% | +142.1% | -157.8% | -23.9% |
| 1Y | -9.7% | +85.8% | -95.5% | -17.6% |
| All | +45.6% | +47.6% | -2.0% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 3y: compounded portfolio wealth divided by compounded AMDL 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…
3y analysis · Full analysis span regression · 6 months rolling