+19.6%
AGNC vs CAKE
+76.8%
-57.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -1.2% | -4.0% | +2.8% | -0.8% |
| 30D | +0.9% | +2.4% | -1.5% | +0.4% |
| 3M | +7.0% | +69.0% | -62.0% | -2.7% |
| 6M | +3.9% | +69.3% | -65.4% | -6.0% |
| YTD | +8.5% | +115.8% | -107.2% | -6.9% |
| 1Y | +19.6% | +79.3% | -59.8% | +6.6% |
| All | +19.6% | +76.8% | -57.2% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling