+19.3%
ARM vs SEI
+18.6%
+0.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -16.9% | +11.6% | +2.3% |
| 7D | -18.7% | -16.4% | -2.3% | -12.6% |
| 30D | -36.7% | -22.9% | -13.8% | -30.1% |
| 3M | -31.6% | -0.3% | -31.3% | -34.0% |
| 6M | -5.6% | -22.3% | +16.7% | +2.1% |
| YTD | +75.5% | +26.2% | +49.3% | +53.7% |
| 1Y | +19.3% | +8.2% | +11.1% | +9.3% |
| All | +19.3% | +18.6% | +0.8% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling