-24.4%
AKAM vs SWK
+54.4%
-78.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.7% |
| 7D | -3.3% | +11.3% | -14.6% | -6.5% |
| 30D | -21.7% | +31.5% | -53.2% | -28.2% |
| 3M | -28.8% | +14.4% | -43.3% | -32.0% |
| 6M | -43.3% | +46.4% | -89.8% | -50.2% |
| YTD | -4.1% | +61.6% | -65.6% | -19.6% |
| 1Y | -3.9% | +78.7% | -82.7% | -22.6% |
| 3Y | -24.4% | +54.4% | -78.8% | -37.3% |
| All | -24.4% | +54.4% | -78.8% | -37.3% |
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