+26.4%
AKAM vs SWK
+26.9%
-0.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.6% |
| 7D | -3.3% | +11.3% | -14.6% | -6.2% |
| 30D | -21.7% | +31.5% | -53.2% | -27.4% |
| 3M | -28.8% | +14.4% | -43.3% | -31.6% |
| 6M | -43.3% | +46.4% | -89.8% | -49.3% |
| YTD | -4.1% | +61.6% | -65.6% | -17.1% |
| 1Y | -3.9% | +78.7% | -82.7% | -19.4% |
| 3Y | -24.4% | +54.4% | -78.8% | -35.7% |
| 5Y | -23.8% | -25.3% | +1.6% | -25.1% |
| 10Y | +26.4% | +22.4% | +4.0% | +3.6% |
| All | +26.4% | +26.9% | -0.5% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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