-53.8%
OUST vs AMBA
-54.5%
+0.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +2.1% |
| 7D | +5.2% | -11.0% | +16.2% | +12.3% |
| 30D | -19.3% | -23.2% | +3.9% | -6.0% |
| 3M | -22.6% | -12.7% | -9.9% | -14.8% |
| 6M | +62.8% | +11.2% | +51.6% | +53.8% |
| YTD | +68.3% | -11.2% | +79.6% | +76.8% |
| 1Y | +28.5% | -22.5% | +51.1% | +42.5% |
| 3Y | +554.0% | -1.3% | +555.4% | +481.3% |
| All | -53.8% | -54.5% | +0.7% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling