+542.0%
SEI vs AMBA
+5.6%
+536.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.7% |
| 7D | +10.2% | -11.0% | +21.2% | +13.9% |
| 30D | -1.0% | -23.2% | +22.1% | +6.7% |
| 3M | -27.9% | -12.7% | -15.2% | -26.3% |
| 6M | +10.4% | +11.2% | -0.8% | +3.5% |
| YTD | +20.1% | -11.2% | +31.4% | +19.5% |
| 1Y | +109.7% | -22.5% | +132.3% | +115.8% |
| 3Y | +458.6% | -1.3% | +459.9% | +416.2% |
| 5Y | +775.3% | -54.2% | +829.4% | +764.8% |
| All | +542.0% | +5.6% | +536.4% | +333.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 all: compounded portfolio wealth divided by compounded AMBA 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…
all analysis · Full analysis span regression · 6 months rolling