+39.3%
ASML vs COO
-9.4%
+48.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.0% |
| 7D | -9.0% | +4.7% | -13.7% | -9.1% |
| 30D | -21.0% | +13.9% | -34.9% | -21.5% |
| 3M | -16.3% | -14.9% | -1.3% | -15.7% |
| 6M | -7.5% | +2.0% | -9.6% | -9.8% |
| YTD | +34.0% | -23.9% | +57.9% | +41.4% |
| 1Y | +39.3% | -9.6% | +48.9% | +53.4% |
| All | +39.3% | -9.4% | +48.7% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling