+53.0%
AVAV vs CAKE
+163.4%
-110.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.4% | -2.0% | -4.4% |
| 7D | -3.2% | -4.6% | +1.4% | -1.8% |
| 30D | -25.6% | -6.6% | -19.0% | -24.2% |
| 3M | -20.2% | +52.9% | -73.1% | -30.8% |
| 6M | -38.1% | +65.7% | -103.8% | -48.0% |
| YTD | -41.8% | +107.8% | -149.6% | -54.6% |
| 1Y | -39.0% | +78.5% | -117.5% | -50.3% |
| 3Y | +24.1% | +266.4% | -242.3% | -23.2% |
| 5Y | +53.0% | +159.6% | -106.6% | -2.7% |
| All | +53.0% | +163.4% | -110.4% | -2.7% |
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 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