+723.3%
CBRE vs AMP
+1,967.6%
-1,244.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | -0.5% |
| 7D | -1.8% | +3.9% | -5.7% | -4.7% |
| 30D | +3.3% | +5.1% | -1.8% | -0.6% |
| 3M | -12.4% | -8.7% | -3.7% | -6.1% |
| 6M | -5.4% | +11.4% | -16.8% | -13.7% |
| YTD | -17.2% | +7.3% | -24.5% | -22.6% |
| 1Y | -13.1% | +14.6% | -27.6% | -22.9% |
| 3Y | +81.6% | +61.2% | +20.3% | +17.8% |
| 5Y | +26.4% | +81.0% | -54.6% | -27.6% |
| 10Y | +381.6% | +468.0% | -86.4% | -9.8% |
| All | +723.3% | +1,967.6% | -1,244.3% | -57.0% |
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