-23.0%
AKAM vs SWK
+50.7%
-73.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.4% |
| 7D | +2.8% | -1.4% | +4.2% | +3.1% |
| 30D | -6.9% | +25.5% | -32.3% | -13.4% |
| 3M | -31.8% | +11.8% | -43.6% | -34.4% |
| 6M | -47.0% | +48.7% | -95.7% | -53.7% |
| YTD | -2.1% | +57.2% | -59.3% | -17.4% |
| 1Y | -3.7% | +75.3% | -79.0% | -22.0% |
| 3Y | -23.0% | +51.9% | -75.0% | -35.7% |
| All | -23.0% | +50.7% | -73.7% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling