+93.5%
AMCR vs CAKE
+324.7%
-231.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | -6.3% | -4.5% | -1.7% | -5.4% |
| 30D | -7.8% | -12.4% | +4.6% | -5.5% |
| 3M | +7.5% | +37.3% | -29.8% | +0.6% |
| 6M | +2.7% | +70.7% | -68.0% | -8.1% |
| YTD | +6.0% | +106.0% | -99.9% | -8.6% |
| 1Y | +7.8% | +79.7% | -71.9% | -4.9% |
| 3Y | +5.8% | +267.8% | -262.0% | -19.9% |
| 5Y | -11.6% | +159.9% | -171.5% | -30.6% |
| 10Y | +14.6% | +154.3% | -139.7% | -25.9% |
| All | +93.5% | +324.7% | -231.2% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling