+321.1%
CAKE vs AMP
+2,112.0%
-1,791.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | -4.5% | -0.5% | -4.0% | -4.3% |
| 30D | -12.4% | -1.3% | -11.1% | -11.9% |
| 3M | +37.3% | +24.2% | +13.1% | +22.9% |
| 6M | +70.7% | +24.6% | +46.2% | +52.3% |
| YTD | +106.0% | +14.8% | +91.2% | +90.7% |
| 1Y | +79.7% | +12.8% | +66.9% | +67.6% |
| 3Y | +267.8% | +69.0% | +198.8% | +178.5% |
| 5Y | +159.9% | +124.9% | +35.0% | +69.7% |
| 10Y | +154.3% | +583.5% | -429.2% | +0.1% |
| All | +321.1% | +2,112.0% | -1,791.0% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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