-23.4%
AKAM vs SWK
+46.0%
-69.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +6.9% |
| 7D | -10.4% | +11.0% | -21.4% | -13.4% |
| 30D | -20.6% | +30.1% | -50.6% | -26.9% |
| 3M | -29.9% | +14.7% | -44.6% | -33.1% |
| 6M | -31.9% | +44.5% | -76.4% | -39.9% |
| YTD | -4.8% | +59.4% | -64.1% | -19.8% |
| 1Y | +13.8% | +77.5% | -63.7% | -8.0% |
| 3Y | -23.4% | +49.5% | -72.8% | -36.1% |
| All | -23.4% | +46.0% | -69.4% | -36.1% |
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