-62.4%
OUST vs AMBA
+11.2%
-73.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +2.1% |
| 7D | +5.2% | -11.0% | +16.2% | +11.9% |
| 30D | -19.3% | -23.2% | +3.9% | -6.7% |
| 3M | -22.6% | -12.7% | -9.9% | -15.0% |
| 6M | +62.8% | +11.2% | +51.6% | +54.8% |
| YTD | +68.3% | -11.2% | +79.6% | +77.1% |
| 1Y | +28.5% | -22.5% | +51.1% | +42.5% |
| 3Y | +554.0% | -1.3% | +555.4% | +492.8% |
| 5Y | -56.2% | -54.2% | -2.1% | -50.3% |
| All | -62.4% | +11.2% | -73.6% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling