+89.6%
AKAM vs SWK
+2.4%
+87.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -2.1% | -0.4% | -1.6% | -2.0% |
| 30D | -13.9% | -5.7% | -8.2% | -12.7% |
| 3M | -33.8% | +24.1% | -57.9% | -37.9% |
| 6M | +2.2% | +24.7% | -22.5% | -4.5% |
| YTD | +20.6% | +33.9% | -13.3% | +9.9% |
| 1Y | +36.3% | +34.7% | +1.6% | +23.6% |
| 3Y | -0.1% | +15.3% | -15.4% | -8.1% |
| 5Y | -7.5% | -39.3% | +31.7% | -3.7% |
| All | +89.6% | +2.4% | +87.2% | +69.2% |
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