+189.9%
AKAM vs SW
+755.0%
-565.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -2.1% | -5.1% | +3.0% | -1.9% |
| 30D | -13.9% | -4.6% | -9.4% | -13.8% |
| 3M | -33.8% | +9.4% | -43.2% | -34.2% |
| 6M | +2.2% | +3.5% | -1.3% | +1.8% |
| YTD | +20.6% | +22.0% | -1.4% | +19.3% |
| 1Y | +36.3% | +2.2% | +34.1% | +35.7% |
| 3Y | -0.1% | +19.6% | -19.7% | -1.3% |
| 5Y | -7.5% | -2.3% | -5.2% | -8.9% |
| 10Y | +90.2% | +181.4% | -91.2% | +83.9% |
| All | +189.9% | +755.0% | -565.1% | +199.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling