+409.0%
AG vs CAKE
+380.3%
+28.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.5% | -3.2% |
| 7D | -6.7% | -4.5% | -2.2% | -5.9% |
| 30D | +2.2% | -12.4% | +14.6% | +4.5% |
| 3M | +15.7% | +37.3% | -21.6% | +8.3% |
| 6M | -23.8% | +70.7% | -94.5% | -31.9% |
| YTD | +17.6% | +106.0% | -88.3% | +1.3% |
| 1Y | +88.6% | +79.7% | +9.0% | +66.1% |
| 3Y | +253.4% | +267.8% | -14.3% | +168.7% |
| 5Y | +62.4% | +159.9% | -97.5% | +27.8% |
| 10Y | +61.2% | +154.3% | -93.1% | +13.8% |
| All | +409.0% | +380.3% | +28.7% | +123.4% |
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 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