-55.1%
OUST vs AMBA
-72.1%
+17.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -9.4% | +0.4% | -3.4% |
| 7D | -5.0% | -14.6% | +9.5% | +4.3% |
| 30D | -32.0% | -18.8% | -13.2% | -22.7% |
| 3M | -32.4% | -32.6% | +0.2% | -14.7% |
| 6M | +6.7% | -25.8% | +32.5% | +26.1% |
| YTD | +41.0% | -22.1% | +63.2% | +60.0% |
| 1Y | +18.0% | -36.2% | +54.2% | +46.2% |
| 3Y | +560.6% | +10.0% | +550.6% | +451.0% |
| 5Y | -55.1% | -71.6% | +16.4% | -40.2% |
| All | -55.1% | -72.1% | +17.0% | -40.2% |
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