+320.3%
CAKE vs AMBA
+818.6%
-498.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.3% | -1.3% | +3.1% |
| 7D | -1.8% | 0.0% | -1.7% | -1.9% |
| 30D | +2.3% | -8.6% | +10.9% | +3.5% |
| 3M | +3.9% | -29.0% | +32.9% | +8.9% |
| 6M | +81.4% | -19.2% | +100.6% | +80.8% |
| YTD | +122.5% | -13.0% | +135.5% | +117.1% |
| 1Y | +138.1% | -31.3% | +169.4% | +140.2% |
| 3Y | +288.0% | +28.1% | +259.9% | +235.1% |
| 5Y | +174.9% | -69.4% | +244.3% | +180.1% |
| 10Y | +144.3% | +7.6% | +136.6% | +93.2% |
| All | +320.3% | +818.6% | -498.3% | +148.8% |
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