+937.0%
AAOI vs CMCSA
+68.8%
+868.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.4% | -6.7% | -5.2% |
| 7D | +2.9% | -5.6% | +8.5% | +5.1% |
| 30D | -23.1% | -1.9% | -21.2% | -23.1% |
| 3M | -41.0% | +6.4% | -47.5% | -43.7% |
| 6M | -14.3% | -16.9% | +2.7% | -10.9% |
| YTD | +196.3% | -6.8% | +203.1% | +186.9% |
| 1Y | +272.6% | -15.9% | +288.5% | +279.3% |
| 3Y | +775.3% | -33.4% | +808.8% | +894.5% |
| 5Y | +1,290.2% | -46.7% | +1,336.9% | +1,593.3% |
| 10Y | +426.2% | +7.0% | +419.2% | +309.9% |
| All | +937.0% | +68.8% | +868.3% | +625.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling