-27.5%
AKAM vs NSC
+2,392.8%
-2,420.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -2.1% | -5.5% | +3.4% | +0.5% |
| 30D | -13.9% | -3.2% | -10.7% | -12.7% |
| 3M | -33.8% | +7.7% | -41.5% | -36.5% |
| 6M | +2.2% | +4.5% | -2.3% | -1.1% |
| YTD | +20.6% | +15.6% | +5.0% | +10.9% |
| 1Y | +36.3% | +19.8% | +16.5% | +23.2% |
| 3Y | -0.1% | +70.1% | -70.2% | -25.6% |
| 5Y | -7.5% | +46.1% | -53.7% | -27.8% |
| 10Y | +90.2% | +328.1% | -237.9% | -22.9% |
| All | -27.5% | +2,392.8% | -2,420.3% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling