+58.9%
CBRE vs AMDL
+95.0%
-36.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.2% | -9.8% | -0.9% |
| 7D | -2.0% | +4.5% | -6.5% | -2.1% |
| 30D | -2.2% | -4.4% | +2.2% | -2.1% |
| 3M | +12.9% | -30.5% | +43.4% | +12.9% |
| 6M | +4.3% | +300.9% | -296.6% | -6.2% |
| YTD | -8.0% | +219.9% | -228.0% | -17.1% |
| 1Y | -8.6% | +374.7% | -383.3% | -21.7% |
| All | +58.9% | +95.0% | -36.1% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling