+33.9%
ALNY vs CAKE
+157.8%
-124.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.1% |
| 7D | -6.5% | -4.5% | -2.0% | -5.6% |
| 30D | +11.0% | -12.4% | +23.5% | +14.2% |
| 3M | -14.1% | +37.3% | -51.4% | -20.5% |
| 6M | -22.4% | +70.7% | -93.1% | -32.2% |
| YTD | -37.5% | +106.0% | -143.4% | -48.0% |
| 1Y | -46.9% | +79.7% | -126.6% | -54.5% |
| 3Y | +22.1% | +267.8% | -245.7% | -17.8% |
| All | +33.9% | +157.8% | -124.0% | -8.6% |
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 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