+307.5%
CAKE vs AMBA
+837.3%
-529.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.5% |
| 7D | -4.0% | -11.0% | +7.0% | -2.2% |
| 30D | +2.4% | -23.2% | +25.6% | +6.7% |
| 3M | +69.0% | -12.7% | +81.7% | +68.9% |
| 6M | +69.3% | +11.2% | +58.1% | +60.5% |
| YTD | +115.8% | -11.2% | +127.0% | +111.2% |
| 1Y | +79.3% | -22.5% | +101.9% | +77.4% |
| 3Y | +262.0% | -1.3% | +263.3% | +228.6% |
| 5Y | +165.7% | -54.2% | +219.8% | +156.0% |
| 10Y | +158.9% | -6.1% | +165.0% | +107.6% |
| All | +307.5% | +837.3% | -529.7% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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