+65.7%
AMGN vs CAKE
+147.7%
-81.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +3.0% |
| 7D | +5.9% | +9.1% | -3.2% | +4.5% |
| 30D | +18.7% | +5.8% | +12.9% | +17.6% |
| 3M | +23.4% | +9.3% | +14.1% | +21.2% |
| 6M | +49.7% | +96.1% | -46.4% | +30.0% |
| YTD | +49.2% | +131.4% | -82.3% | +25.9% |
| 1Y | +65.7% | +146.1% | -80.3% | +36.7% |
| All | +65.7% | +147.7% | -81.9% | +36.7% |
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