+18.3%
APD vs CAKE
+173.4%
-155.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.4% |
| 7D | +3.8% | +2.5% | +1.4% | +3.4% |
| 30D | +8.2% | -3.1% | +11.3% | +8.6% |
| 3M | +4.3% | -2.2% | +6.5% | +4.4% |
| 6M | +4.7% | +94.1% | -89.4% | -7.4% |
| YTD | +31.5% | +119.4% | -87.9% | +12.9% |
| 1Y | +23.5% | +141.4% | -117.8% | +4.0% |
| 3Y | +29.1% | +273.6% | -244.5% | -2.1% |
| All | +18.3% | +173.4% | -155.2% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling