+101.1%
AKAM vs NSC
+332.1%
-230.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +1.5% | -2.8% | +4.3% | +2.3% |
| 30D | -13.0% | -4.5% | -8.5% | -11.9% |
| 3M | -19.4% | +3.5% | -22.9% | -20.6% |
| 6M | +0.3% | +8.5% | -8.2% | -3.0% |
| YTD | +22.4% | +12.3% | +10.1% | +16.8% |
| 1Y | +34.8% | +18.9% | +15.9% | +26.3% |
| 3Y | +1.9% | +74.1% | -72.2% | -16.6% |
| 5Y | -4.6% | +43.9% | -48.5% | -18.3% |
| All | +101.1% | +332.1% | -230.9% | +39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling