-11.6%
ABT vs SEI
+950.2%
-961.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.4% | -1.8% |
| 7D | -5.0% | +20.7% | -25.6% | -5.0% |
| 30D | -5.8% | +9.1% | -14.9% | -5.8% |
| 3M | +16.7% | -6.0% | +22.7% | +16.8% |
| 6M | -5.2% | +18.9% | -24.2% | -5.6% |
| YTD | -16.0% | +40.1% | -56.1% | -16.5% |
| 1Y | -18.3% | +120.6% | -138.9% | -19.6% |
| 3Y | +9.2% | +562.1% | -552.9% | +2.1% |
| 5Y | -11.6% | +954.5% | -966.0% | -14.9% |
| All | -11.6% | +950.2% | -961.7% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling