+2,591.0%
AKAM vs GME
+1,082.6%
+1,508.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -2.1% | +7.2% | -9.3% | -2.6% |
| 30D | -13.9% | +0.8% | -14.7% | -14.0% |
| 3M | -33.8% | -14.0% | -19.9% | -33.1% |
| 6M | +2.2% | -19.7% | +21.9% | +3.7% |
| YTD | +20.6% | -4.6% | +25.2% | +20.6% |
| 1Y | +36.3% | -14.3% | +50.7% | +37.3% |
| 3Y | -0.1% | +4.0% | -4.1% | -11.5% |
| 5Y | -7.5% | -62.2% | +54.7% | -15.7% |
| 10Y | +90.2% | +241.4% | -151.2% | -37.0% |
| All | +2,591.0% | +1,082.6% | +1,508.4% | +321.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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