+1,395.4%
ASML vs COO
+41.2%
+1,354.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.9% |
| 7D | -9.0% | +4.7% | -13.7% | -11.3% |
| 30D | -21.0% | +13.9% | -34.9% | -26.3% |
| 3M | -16.3% | -14.9% | -1.3% | -10.8% |
| 6M | -7.5% | +2.0% | -9.6% | -11.8% |
| YTD | +34.0% | -23.9% | +57.9% | +49.7% |
| 1Y | +39.3% | -9.6% | +48.9% | +40.8% |
| 3Y | +128.9% | -25.4% | +154.3% | +142.2% |
| 5Y | +76.1% | -41.2% | +117.3% | +110.9% |
| All | +1,395.4% | +41.2% | +1,354.2% | +1,105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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