+504.5%
AVAV vs CAKE
+437.6%
+66.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -2.2% | -4.0% | +1.8% | -1.2% |
| 30D | -13.9% | +2.4% | -16.4% | -14.6% |
| 3M | -29.2% | +69.0% | -98.2% | -38.7% |
| 6M | -36.1% | +69.3% | -105.4% | -45.0% |
| YTD | -40.2% | +115.8% | -156.0% | -51.6% |
| 1Y | -36.2% | +79.3% | -115.6% | -46.1% |
| 3Y | +47.5% | +262.0% | -214.5% | +2.0% |
| 5Y | +39.3% | +165.7% | -126.4% | +0.9% |
| 10Y | +482.6% | +158.9% | +323.7% | +273.0% |
| All | +504.5% | +437.6% | +66.9% | +219.2% |
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