-7.5%
ASML vs COST
+4.5%
-12.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.1% | +6.1% | +3.8% |
| 7D | -9.0% | +4.1% | -13.1% | -4.8% |
| 30D | -21.0% | +12.0% | -32.9% | -11.1% |
| 3M | -16.3% | +11.2% | -27.5% | -6.6% |
| 6M | -7.5% | +6.1% | -13.7% | +1.0% |
| All | -7.5% | +4.5% | -12.0% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 6mo: compounded portfolio wealth divided by compounded COST 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…
6mo analysis · Full analysis span regression · 6 months rolling