+8.6%
SWKS vs AKAM
-21.6%
+30.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.5% | +2.4% | +5.1% |
| 7D | +5.7% | +0.9% | +4.8% | +5.3% |
| 30D | +17.3% | -14.7% | +32.0% | +21.6% |
| 3M | +28.3% | -25.7% | +54.0% | +37.1% |
| 6M | +26.1% | -43.4% | +69.4% | +44.6% |
| YTD | +41.1% | -0.7% | +41.7% | +29.3% |
| 1Y | +31.4% | -4.3% | +35.8% | +22.3% |
| All | +8.6% | -21.6% | +30.2% | -5.9% |
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 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