+666.6%
SEI vs AMDL
+92.1%
+574.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.8% | -1.9% |
| 7D | -10.8% | +5.4% | -16.2% | -13.9% |
| 30D | -19.0% | -36.6% | +17.6% | -11.5% |
| 3M | +5.8% | -1.0% | +6.8% | +2.3% |
| 6M | -14.9% | -12.1% | -2.8% | -17.8% |
| YTD | +35.4% | +215.1% | -179.7% | -9.1% |
| 1Y | +23.9% | +130.4% | -106.5% | -12.1% |
| All | +666.6% | +92.1% | +574.5% | +303.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling