+32.4%
SWKS vs AKAM
+23.5%
+8.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.1% | +2.0% |
| 7D | -2.7% | -7.4% | +4.6% | -0.3% |
| 30D | +8.5% | -24.9% | +33.4% | +19.5% |
| 3M | +17.3% | -27.4% | +44.7% | +29.3% |
| 6M | +25.1% | -45.6% | +70.8% | +52.5% |
| YTD | +33.3% | -8.0% | +41.3% | +24.0% |
| 1Y | +22.9% | -4.1% | +27.0% | +11.8% |
| 3Y | +5.5% | -26.9% | +32.4% | +4.0% |
| 5Y | -41.9% | -26.6% | -15.3% | -43.5% |
| 10Y | +32.4% | +20.7% | +11.7% | +2.9% |
| All | +32.4% | +23.5% | +8.9% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 10y: compounded portfolio wealth divided by compounded AKAM 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…
10y analysis · Full analysis span regression · 6 months rolling