-68.5%
OUST vs AMBA
-2.5%
-66.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -9.4% | +0.4% | -3.8% |
| 7D | -5.0% | -14.6% | +9.5% | +3.7% |
| 30D | -32.0% | -18.8% | -13.2% | -23.3% |
| 3M | -32.4% | -32.6% | +0.2% | -15.9% |
| 6M | +6.7% | -25.8% | +32.5% | +25.2% |
| YTD | +41.0% | -22.1% | +63.2% | +59.6% |
| 1Y | +18.0% | -36.2% | +54.2% | +45.1% |
| 3Y | +560.6% | +10.0% | +550.6% | +470.4% |
| 5Y | -55.1% | -71.6% | +16.4% | -37.6% |
| All | -68.5% | -2.5% | -66.1% | -66.6% |
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