+17.0%
AKAM vs SW
+185.4%
-168.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.5% | -7.9% | -9.3% |
| 7D | -21.7% | +4.7% | -26.3% | -22.0% |
| 30D | -28.3% | +5.0% | -33.3% | -28.7% |
| 3M | -36.3% | -7.3% | -29.0% | -36.0% |
| 6M | -34.0% | +15.0% | -49.0% | -35.0% |
| YTD | -10.8% | +18.5% | -29.3% | -12.6% |
| 1Y | +6.7% | +27.1% | -20.5% | +3.9% |
| 3Y | -28.3% | +49.3% | -77.6% | -30.6% |
| 5Y | -27.4% | -1.6% | -25.8% | -29.4% |
| All | +17.0% | +185.4% | -168.4% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling