-16.3%
AMAT vs CAKE
+81.3%
-97.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.9% | +7.4% | +11.2% |
| 7D | -1.1% | -1.8% | +0.7% | -1.0% |
| 30D | -26.9% | +2.3% | -29.2% | -26.6% |
| 3M | -31.2% | +3.9% | -35.1% | -30.6% |
| All | -16.3% | +81.3% | -97.6% | -18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling