+10,432.6%
AFL vs CAKE
+3,772.9%
+6,659.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.1% | +0.3% |
| 7D | -3.3% | -5.6% | +2.3% | -1.9% |
| 30D | -5.0% | -10.5% | +5.6% | -2.6% |
| 3M | -1.8% | +43.6% | -45.4% | -10.8% |
| 6M | +4.8% | +63.0% | -58.2% | -8.1% |
| YTD | +5.4% | +102.9% | -97.5% | -12.8% |
| 1Y | +9.0% | +75.6% | -66.6% | -7.0% |
| 3Y | +63.0% | +257.7% | -194.7% | +12.9% |
| 5Y | +134.5% | +156.0% | -21.5% | +68.8% |
| 10Y | +298.6% | +150.5% | +148.1% | +155.8% |
| All | +10,432.6% | +3,772.9% | +6,659.7% | +4,035.0% |
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 · 6 months rolling