+136.8%
AKAM vs SW
+743.1%
-606.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -0.9% |
| 7D | -12.4% | +12.1% | -24.5% | -12.9% |
| 30D | -20.4% | +6.6% | -27.0% | -20.7% |
| 3M | -30.3% | -6.0% | -24.3% | -30.2% |
| 6M | -18.8% | +21.5% | -40.2% | -19.6% |
| YTD | -1.5% | +20.3% | -21.8% | -2.6% |
| 1Y | +19.4% | +28.1% | -8.8% | +17.8% |
| 3Y | -20.8% | +51.6% | -72.4% | -22.1% |
| 5Y | -21.6% | -0.1% | -21.5% | -22.8% |
| 10Y | +30.6% | +189.7% | -159.2% | +26.3% |
| All | +136.8% | +743.1% | -606.3% | +144.9% |
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 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