+814.3%
CBRE vs AMP
+2,123.7%
-1,309.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | 0.0% |
| 7D | -2.0% | +0.2% | -2.2% | -2.1% |
| 30D | -2.2% | -0.1% | -2.1% | -2.1% |
| 3M | +12.9% | +23.6% | -10.7% | -4.7% |
| 6M | +4.3% | +20.4% | -16.0% | -10.6% |
| YTD | -8.0% | +15.4% | -23.5% | -18.6% |
| 1Y | -8.6% | +11.0% | -19.5% | -17.1% |
| 3Y | +71.9% | +70.5% | +1.4% | +7.0% |
| 5Y | +50.0% | +121.4% | -71.4% | -26.9% |
| 10Y | +390.1% | +575.6% | -185.5% | -21.9% |
| All | +814.3% | +2,123.7% | -1,309.4% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling