+966.9%
AWK vs CAKE
+531.7%
+435.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.3% | +0.4% |
| 7D | +0.6% | -4.6% | +5.2% | +1.2% |
| 30D | +4.3% | -6.6% | +10.9% | +5.1% |
| 3M | +12.5% | +52.9% | -40.4% | +6.1% |
| 6M | +3.3% | +65.7% | -62.5% | -3.9% |
| YTD | +9.8% | +107.8% | -98.0% | -1.2% |
| 1Y | +2.9% | +78.5% | -75.6% | -5.6% |
| 3Y | +9.6% | +266.4% | -256.8% | -10.9% |
| 5Y | -16.7% | +159.6% | -176.3% | -30.7% |
| 10Y | +136.1% | +156.6% | -20.5% | +74.9% |
| All | +966.9% | +531.7% | +435.2% | +539.7% |
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 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