-16.3%
AWK vs CAKE
+157.8%
-174.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.1% | -1.6% |
| 7D | -2.1% | -4.5% | +2.4% | -1.8% |
| 30D | +2.1% | -12.4% | +14.5% | +3.0% |
| 3M | +11.4% | +37.3% | -26.0% | +8.5% |
| 6M | +3.9% | +70.7% | -66.8% | -0.6% |
| YTD | +7.7% | +106.0% | -98.3% | +1.1% |
| 1Y | +1.3% | +79.7% | -78.4% | -3.9% |
| 3Y | +7.2% | +267.8% | -260.6% | -7.9% |
| All | -16.3% | +157.8% | -174.1% | -29.2% |
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 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