+690.9%
SEI vs AMDL
+117.8%
+573.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +11.7% | +4.6% | +13.3% |
| 7D | +28.8% | +19.9% | +8.9% | +23.3% |
| 30D | +10.4% | +6.3% | +4.1% | +8.4% |
| 3M | -11.4% | -9.9% | -1.5% | -11.2% |
| 6M | +31.2% | +394.3% | -363.1% | -16.8% |
| YTD | +39.7% | +257.3% | -217.6% | -6.0% |
| 1Y | +149.0% | +508.5% | -359.6% | +44.1% |
| All | +690.9% | +117.8% | +573.1% | +317.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling