+689.9%
SEI vs AMP
+419.0%
+270.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.7% | +6.4% |
| 7D | +28.2% | 0.0% | +28.2% | +28.0% |
| 30D | +15.5% | -1.0% | +16.5% | +16.1% |
| 3M | -1.4% | +23.2% | -24.6% | -15.7% |
| 6M | +37.4% | +20.4% | +17.0% | +19.0% |
| YTD | +47.8% | +13.6% | +34.2% | +32.2% |
| 1Y | +174.3% | +13.4% | +160.9% | +145.0% |
| 3Y | +598.5% | +66.5% | +532.0% | +395.0% |
| 5Y | +1,026.2% | +120.2% | +906.0% | +549.8% |
| All | +689.9% | +419.0% | +270.9% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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