+147.1%
AMAT vs CAKE
+174.8%
-27.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.9% | +7.4% | +10.0% |
| 7D | -1.1% | -1.8% | +0.7% | -0.4% |
| 30D | -26.9% | +2.3% | -29.2% | -27.6% |
| 3M | -31.2% | +3.9% | -35.1% | -32.6% |
| 6M | -14.7% | +81.4% | -96.1% | -33.2% |
| YTD | +44.7% | +122.5% | -77.8% | +4.6% |
| 1Y | +62.0% | +138.1% | -76.2% | +13.8% |
| 3Y | +165.0% | +288.0% | -123.1% | +47.5% |
| 5Y | +147.1% | +174.9% | -27.8% | +34.8% |
| All | +147.1% | +174.8% | -27.7% | +34.8% |
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