+164.9%
ASML vs COO
-23.4%
+188.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.5% |
| 7D | +1.1% | -2.2% | +3.3% | +1.6% |
| 30D | +2.2% | -7.0% | +9.2% | +3.9% |
| 3M | -2.3% | +12.2% | -14.5% | -6.3% |
| 6M | +23.0% | -15.1% | +38.1% | +28.6% |
| YTD | +61.1% | -15.1% | +76.2% | +68.4% |
| 1Y | +129.1% | +2.3% | +126.8% | +125.2% |
| All | +164.9% | -23.4% | +188.4% | +165.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling