-27.3%
AKAM vs NSC
+2,381.2%
-2,408.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.6% |
| 7D | -0.8% | -1.5% | +0.7% | -0.1% |
| 30D | -4.5% | -1.9% | -2.5% | -3.7% |
| 3M | -25.6% | +6.2% | -31.8% | -28.1% |
| 6M | +5.7% | +9.2% | -3.5% | +0.2% |
| YTD | +21.0% | +15.0% | +6.0% | +11.5% |
| 1Y | +33.9% | +21.1% | +12.8% | +20.4% |
| 3Y | +0.9% | +78.6% | -77.7% | -26.6% |
| 5Y | -6.9% | +45.9% | -52.7% | -27.2% |
| 10Y | +97.4% | +326.9% | -229.5% | -19.9% |
| All | -27.3% | +2,381.2% | -2,408.4% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NSC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling