+0.6%
SWKS vs AKAM
-23.4%
+24.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.7% | -5.5% | -0.5% |
| 7D | -6.2% | -10.4% | +4.2% | -3.7% |
| 30D | -1.5% | -20.6% | +19.1% | +3.9% |
| 3M | +23.0% | -29.9% | +52.9% | +33.2% |
| 6M | +27.6% | -31.9% | +59.5% | +37.8% |
| YTD | +32.3% | -4.8% | +37.1% | +22.6% |
| 1Y | +20.1% | +13.8% | +6.3% | +1.7% |
| 3Y | +0.6% | -23.4% | +24.0% | -14.2% |
| All | +0.6% | -23.4% | +24.0% | -14.2% |
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