+573.7%
OUST vs AMBA
+10.0%
+563.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -9.4% | +0.4% | -3.3% |
| 7D | -5.0% | -14.6% | +9.5% | +4.5% |
| 30D | -32.0% | -18.8% | -13.2% | -22.6% |
| 3M | -32.4% | -32.6% | +0.2% | -14.4% |
| 6M | +6.7% | -25.8% | +32.5% | +26.0% |
| YTD | +41.0% | -22.1% | +63.2% | +59.5% |
| 1Y | +18.0% | -36.2% | +54.2% | +45.0% |
| All | +573.7% | +10.0% | +563.7% | +403.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling