+575.6%
SEI vs AMBA
-1.7%
+577.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +6.1% | +8.2% | +12.4% |
| 7D | -18.3% | -7.2% | -11.0% | -16.0% |
| 30D | -24.4% | -10.4% | -14.1% | -21.3% |
| 3M | +1.5% | -30.1% | +31.7% | +13.6% |
| 6M | -25.1% | -22.4% | -2.7% | -21.2% |
| YTD | +26.4% | -17.3% | +43.8% | +29.6% |
| 1Y | +8.9% | -35.4% | +44.3% | +19.1% |
| 3Y | +586.7% | +18.6% | +568.0% | +516.6% |
| 5Y | +717.9% | -69.8% | +787.7% | +828.4% |
| All | +575.6% | -1.7% | +577.3% | +370.2% |
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