+42.4%
CBRE vs AMP
+118.7%
-76.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -7.2% | -2.0% | -5.2% | -6.0% |
| 30D | -6.4% | -1.7% | -4.7% | -5.4% |
| 3M | +2.9% | +23.2% | -20.3% | -9.5% |
| 6M | +2.5% | +22.2% | -19.6% | -9.7% |
| YTD | -14.2% | +14.0% | -28.2% | -21.1% |
| 1Y | -15.1% | +14.0% | -29.1% | -22.3% |
| 3Y | +61.9% | +67.0% | -5.1% | +11.1% |
| 5Y | +42.4% | +123.2% | -80.8% | -19.6% |
| All | +42.4% | +118.7% | -76.3% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling