-64.1%
OUST vs AMBA
+3.5%
-67.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +6.1% | +7.9% | +10.6% |
| 7D | +17.0% | -7.2% | +24.2% | +22.3% |
| 30D | -16.5% | -10.4% | -6.1% | -10.6% |
| 3M | -23.7% | -30.1% | +6.5% | -6.8% |
| 6M | +18.4% | -22.4% | +40.8% | +35.8% |
| YTD | +60.8% | -17.3% | +78.1% | +76.5% |
| 1Y | +44.2% | -35.4% | +79.6% | +76.7% |
| 3Y | +668.1% | +18.6% | +649.5% | +538.1% |
| 5Y | -48.8% | -69.8% | +21.0% | -31.0% |
| All | -64.1% | +3.5% | -67.6% | -63.0% |
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