+75.5%
ASML vs COO
-41.6%
+117.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.8% |
| 7D | -9.0% | +4.7% | -13.7% | -11.0% |
| 30D | -21.0% | +13.9% | -34.9% | -25.8% |
| 3M | -16.3% | -14.9% | -1.3% | -11.1% |
| 6M | -7.5% | +2.0% | -9.6% | -11.7% |
| YTD | +34.0% | -23.9% | +57.9% | +49.5% |
| 1Y | +39.3% | -9.6% | +48.9% | +40.8% |
| 3Y | +128.9% | -25.4% | +154.3% | +136.8% |
| All | +75.5% | -41.6% | +117.1% | +96.8% |
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