+6,576.2%
AMGN vs CAKE
+3,831.8%
+2,744.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.9% | -1.6% |
| 7D | -13.7% | -4.5% | -9.2% | -13.1% |
| 30D | -8.8% | -12.4% | +3.6% | -7.2% |
| 3M | +7.2% | +37.3% | -30.1% | +2.2% |
| 6M | +1.3% | +70.7% | -69.5% | -6.6% |
| YTD | +17.6% | +106.0% | -88.3% | +5.6% |
| 1Y | +37.2% | +79.7% | -42.5% | +25.3% |
| 3Y | +57.7% | +267.8% | -210.0% | +28.4% |
| 5Y | +106.3% | +159.9% | -53.6% | +71.4% |
| 10Y | +205.3% | +154.3% | +50.9% | +132.1% |
| All | +6,576.2% | +3,831.8% | +2,744.3% | +3,220.1% |
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