+5.9%
ABT vs SEI
+594.6%
-588.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -1.3% |
| 7D | -5.9% | +22.6% | -28.5% | -5.5% |
| 30D | -8.1% | +9.1% | -17.2% | -7.9% |
| 3M | +14.5% | -11.3% | +25.9% | +14.9% |
| 6M | -6.3% | +22.0% | -28.3% | -6.2% |
| YTD | -17.1% | +47.3% | -64.4% | -17.1% |
| 1Y | -21.4% | +124.8% | -146.1% | -21.6% |
| 3Y | +5.9% | +591.3% | -585.3% | +2.1% |
| All | +5.9% | +594.6% | -588.6% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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