+580.1%
SEI vs AMDL
+95.0%
+485.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.2% | -5.8% | +1.1% |
| 7D | +10.2% | +4.5% | +5.7% | +8.9% |
| 30D | -1.0% | -4.4% | +3.4% | -0.4% |
| 3M | -27.9% | -30.5% | +2.6% | -23.6% |
| 6M | +10.4% | +300.9% | -290.5% | -26.5% |
| YTD | +20.1% | +219.9% | -199.8% | -17.0% |
| 1Y | +109.7% | +374.7% | -265.0% | +27.9% |
| All | +580.1% | +95.0% | +485.1% | +268.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling