+195.5%
AMGN vs CAKE
+155.4%
+40.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.9% | -1.5% |
| 7D | -13.7% | -4.5% | -9.2% | -13.3% |
| 30D | -8.8% | -12.4% | +3.6% | -7.6% |
| 3M | +7.2% | +37.3% | -30.1% | +3.4% |
| 6M | +1.3% | +70.7% | -69.5% | -4.6% |
| YTD | +17.6% | +106.0% | -88.3% | +8.6% |
| 1Y | +37.2% | +79.7% | -42.5% | +28.2% |
| 3Y | +57.7% | +267.8% | -210.0% | +36.0% |
| 5Y | +106.3% | +159.9% | -53.6% | +80.6% |
| All | +195.5% | +155.4% | +40.1% | +121.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling