+693.2%
SEI vs AMDL
+115.6%
+577.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.7% | +1.5% | -3.5% |
| 7D | +20.7% | +20.7% | 0.0% | +15.3% |
| 30D | +9.1% | +9.4% | -0.3% | +6.5% |
| 3M | -6.0% | +5.6% | -11.6% | -8.7% |
| 6M | +18.9% | +340.3% | -321.3% | -22.3% |
| YTD | +40.1% | +253.6% | -213.5% | -5.4% |
| 1Y | +120.6% | +443.4% | -322.7% | +30.9% |
| All | +693.2% | +115.6% | +577.7% | +320.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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