+133.7%
AFL vs CAKE
+157.8%
-24.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | -1.6% | -4.5% | +2.9% | -1.1% |
| 30D | -4.0% | -12.4% | +8.4% | -2.5% |
| 3M | -0.5% | +37.3% | -37.8% | -4.9% |
| 6M | +6.5% | +70.7% | -64.2% | -1.3% |
| YTD | +6.2% | +106.0% | -99.8% | -4.4% |
| 1Y | +8.3% | +79.7% | -71.4% | -0.8% |
| 3Y | +62.5% | +267.8% | -205.2% | +31.7% |
| All | +133.7% | +157.8% | -24.1% | +95.4% |
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