-1.2%
AGNC vs CAKE
+135.2%
-136.4%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.1% |
| 7D | -0.1% | -2.1% | +2.0% | +0.1% |
| 30D | +2.8% | +2.3% | +0.5% | +2.4% |
| 3M | -14.2% | +5.4% | -19.6% | -15.0% |
| 6M | -11.7% | +82.5% | -94.2% | -20.9% |
| YTD | -7.7% | +122.0% | -129.8% | -21.5% |
| 1Y | -1.2% | +133.9% | -135.1% | -16.9% |
| All | -1.2% | +135.2% | -136.4% | -16.9% |
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