+67.7%
ASML vs COO
-39.4%
+107.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.4% | -7.9% | -8.7% |
| 7D | -19.0% | +5.3% | -24.3% | -20.9% |
| 30D | -25.9% | +12.5% | -38.5% | -30.0% |
| 3M | -19.1% | -15.1% | -3.9% | -13.8% |
| 6M | -5.7% | +3.7% | -9.4% | -10.5% |
| YTD | +27.6% | -22.5% | +50.1% | +41.3% |
| 1Y | +30.8% | -7.8% | +38.6% | +31.1% |
| 3Y | +116.2% | -24.1% | +140.3% | +122.2% |
| 5Y | +67.7% | -40.1% | +107.8% | +85.0% |
| All | +67.7% | -39.4% | +107.1% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling