+242.4%
SWKS vs AKAM
-4.3%
+246.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.0% |
| 7D | +12.5% | -2.1% | +14.6% | +13.3% |
| 30D | +10.5% | -13.9% | +24.4% | +16.0% |
| 3M | -7.4% | -33.8% | +26.4% | +6.6% |
| 6M | +32.7% | +2.2% | +30.5% | +25.7% |
| YTD | +19.2% | +20.6% | -1.4% | +4.2% |
| 1Y | +2.4% | +36.3% | -33.9% | -15.2% |
| 3Y | -25.6% | -0.1% | -25.5% | -32.1% |
| 5Y | -53.4% | -7.5% | -45.9% | -56.4% |
| 10Y | +23.2% | +90.2% | -67.0% | -16.5% |
| All | +242.4% | -4.3% | +246.7% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling