+67.2%
ADM vs CAKE
+152.3%
-85.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.6% |
| 7D | +3.0% | -5.6% | +8.6% | +3.4% |
| 30D | +8.7% | -10.5% | +19.2% | +9.4% |
| 3M | +7.6% | +43.6% | -36.0% | +4.7% |
| 6M | +26.9% | +63.0% | -36.2% | +22.1% |
| YTD | +54.3% | +102.9% | -48.6% | +45.2% |
| 1Y | +45.7% | +75.6% | -30.0% | +38.6% |
| 3Y | +21.9% | +257.7% | -235.8% | +9.4% |
| 5Y | +67.2% | +156.0% | -88.8% | +52.3% |
| All | +67.2% | +152.3% | -85.2% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling