-70.2%
AAOX vs CAKE
+81.7%
-152.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -2.4% | -6.1% | -11.4% |
| 7D | +5.4% | -5.6% | +11.0% | -2.4% |
| 30D | -47.7% | -10.5% | -37.2% | -56.0% |
| 3M | -78.6% | +43.6% | -122.3% | -49.7% |
| All | -70.2% | +81.7% | -152.0% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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 · Available span rolling