+108.6%
ASML vs COO
-38.8%
+147.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.9% |
| 7D | +1.1% | -2.2% | +3.3% | +2.1% |
| 30D | +2.2% | -7.0% | +9.2% | +5.5% |
| 3M | -2.3% | +12.2% | -14.5% | -9.4% |
| 6M | +23.0% | -15.1% | +38.1% | +32.3% |
| YTD | +61.1% | -15.1% | +76.2% | +73.1% |
| 1Y | +129.1% | +2.3% | +126.8% | +120.2% |
| 3Y | +165.4% | -23.7% | +189.0% | +183.1% |
| All | +108.6% | -38.8% | +147.3% | +146.6% |
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