+640.4%
OUST vs AMBA
+21.5%
+618.9%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | -1.7% | +17.5% | +16.8% |
| 7D | -0.2% | -8.1% | +7.9% | +5.0% |
| 30D | -24.0% | -10.8% | -13.2% | -18.2% |
| 3M | -29.9% | -25.9% | -4.0% | -16.3% |
| 6M | +19.1% | -13.9% | +33.0% | +28.8% |
| YTD | +55.0% | -14.0% | +69.0% | +65.0% |
| 1Y | +21.2% | -25.7% | +46.9% | +35.6% |
| All | +640.4% | +21.5% | +618.9% | +421.1% |
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