+86.1%
ARM vs SEI
+105.8%
-19.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.4% | +0.5% | +2.4% |
| 7D | +5.5% | +10.2% | -4.8% | +1.0% |
| 30D | -8.2% | -1.0% | -7.2% | -8.4% |
| 3M | -35.9% | -27.9% | -8.0% | -27.0% |
| 6M | +103.1% | +10.4% | +92.7% | +98.3% |
| YTD | +130.6% | +20.1% | +110.5% | +113.3% |
| 1Y | +86.1% | +109.7% | -23.7% | +48.0% |
| All | +86.1% | +105.8% | -19.8% | +48.0% |
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