+391.1%
AVAV vs CAKE
+446.7%
-55.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.5% | -3.4% |
| 7D | +4.2% | +2.5% | +1.7% | +3.7% |
| 30D | -2.6% | -3.1% | +0.5% | -1.9% |
| 3M | -38.0% | -2.2% | -35.7% | -38.0% |
| 6M | -27.0% | +94.1% | -121.1% | -39.4% |
| YTD | -51.4% | +119.4% | -170.8% | -61.0% |
| 1Y | -60.2% | +141.4% | -201.6% | -68.9% |
| 3Y | -6.7% | +273.6% | -280.2% | -36.1% |
| 5Y | +28.3% | +177.7% | -149.4% | -8.1% |
| 10Y | +320.5% | +131.9% | +188.6% | +175.6% |
| All | +391.1% | +446.7% | -55.6% | +157.1% |
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