-15.3%
CBRE vs AMP
+14.8%
-30.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.4% |
| 7D | -5.0% | -0.5% | -4.4% | -4.7% |
| 30D | -4.7% | -1.3% | -3.4% | -3.9% |
| 3M | +6.5% | +24.2% | -17.7% | -5.4% |
| 6M | +6.1% | +24.6% | -18.5% | -6.7% |
| YTD | -12.6% | +14.8% | -27.4% | -18.8% |
| 1Y | -15.3% | +12.8% | -28.1% | -22.2% |
| All | -15.3% | +14.8% | -30.1% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 1y: compounded portfolio wealth divided by compounded AMP 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…
1y analysis · Full analysis span regression · 6 months rolling