+419.8%
AVAV vs CAKE
+449.5%
-29.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | +9.9% | -4.7% | +14.6% | +11.3% |
| 30D | -5.4% | +0.9% | -6.3% | -5.8% |
| 3M | -36.5% | -2.7% | -33.8% | -36.5% |
| 6M | -25.3% | +81.2% | -106.4% | -36.8% |
| YTD | -48.6% | +120.6% | -169.1% | -58.7% |
| 1Y | -62.1% | +142.7% | -204.8% | -70.4% |
| 3Y | +2.3% | +283.3% | -281.0% | -30.4% |
| 5Y | +35.4% | +178.1% | -142.7% | -3.0% |
| 10Y | +345.1% | +133.1% | +212.0% | +191.4% |
| All | +419.8% | +449.5% | -29.7% | +171.9% |
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