-25.2%
SWKS vs AKAM
+0.5%
-25.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.9% |
| 7D | +12.5% | -2.1% | +14.6% | +13.1% |
| 30D | +10.5% | -13.9% | +24.4% | +14.6% |
| 3M | -7.4% | -33.8% | +26.4% | +3.4% |
| 6M | +32.7% | +2.2% | +30.5% | +27.0% |
| YTD | +19.2% | +20.6% | -1.4% | +4.6% |
| 1Y | +2.4% | +36.3% | -33.9% | -15.5% |
| All | -25.2% | +0.5% | -25.8% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling