+804.4%
AAOI vs CMCSA
-33.4%
+837.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -0.2% | -4.9% | +4.7% | +0.5% |
| 30D | -23.7% | -1.1% | -22.6% | -23.8% |
| 3M | -39.0% | +6.6% | -45.6% | -40.2% |
| 6M | -17.0% | -15.5% | -1.6% | -14.6% |
| YTD | +202.2% | -6.7% | +208.9% | +188.8% |
| 1Y | +292.4% | -15.6% | +308.0% | +302.6% |
| 3Y | +804.4% | -33.7% | +838.1% | +878.6% |
| All | +804.4% | -33.4% | +837.8% | +878.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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