+193.0%
ARM vs SEI
+525.4%
-332.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +8.4% | -1.7% | +4.1% |
| 7D | -5.3% | -4.3% | -1.1% | -4.4% |
| 30D | -30.0% | -18.0% | -12.0% | -26.4% |
| 3M | -34.1% | +8.2% | -42.3% | -36.6% |
| 6M | -12.6% | -13.9% | +1.2% | -10.5% |
| YTD | +70.4% | +37.0% | +33.4% | +54.4% |
| 1Y | +22.3% | +24.5% | -2.2% | +12.7% |
| 3Y | +261.2% | +681.1% | -419.9% | +112.2% |
| All | +193.0% | +525.4% | -332.4% | +82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling