-65.4%
OUST vs AMBA
+7.7%
-73.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | -1.7% | +17.5% | +16.7% |
| 7D | -0.2% | -8.1% | +7.9% | +4.6% |
| 30D | -24.0% | -10.8% | -13.2% | -18.7% |
| 3M | -29.9% | -25.9% | -4.0% | -17.4% |
| 6M | +19.1% | -13.9% | +33.0% | +28.7% |
| YTD | +55.0% | -14.0% | +69.0% | +65.8% |
| 1Y | +21.2% | -25.7% | +46.9% | +36.6% |
| 3Y | +626.0% | +21.5% | +604.5% | +492.7% |
| 5Y | -51.6% | -68.9% | +17.3% | -36.1% |
| All | -65.4% | +7.7% | -73.1% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling