-28.2%
AKAM vs SWK
+46.5%
-74.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.6% | -6.8% | -8.7% |
| 7D | -21.7% | +11.3% | -32.9% | -24.3% |
| 30D | -28.3% | +28.1% | -56.4% | -33.7% |
| 3M | -36.3% | +12.6% | -48.9% | -38.8% |
| 6M | -34.0% | +51.7% | -85.7% | -42.6% |
| YTD | -10.8% | +60.0% | -70.7% | -25.0% |
| 1Y | +6.7% | +72.7% | -66.0% | -13.0% |
| All | -28.2% | +46.5% | -74.7% | -40.2% |
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 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