-27.5%
AKAM vs SWK
+629.1%
-656.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.6% |
| 7D | -2.1% | -0.4% | -1.6% | -1.9% |
| 30D | -13.9% | -5.7% | -8.2% | -11.6% |
| 3M | -33.8% | +24.1% | -57.9% | -41.4% |
| 6M | +2.2% | +24.7% | -22.5% | -10.5% |
| YTD | +20.6% | +33.9% | -13.3% | +0.7% |
| 1Y | +36.3% | +34.7% | +1.6% | +12.6% |
| 3Y | -0.1% | +15.3% | -15.4% | -16.0% |
| 5Y | -7.5% | -39.3% | +31.7% | +2.8% |
| 10Y | +90.2% | +2.5% | +87.7% | +24.5% |
| All | -27.5% | +629.1% | -656.6% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling