+145.8%
SEI vs AMRZ
-20.1%
+165.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +5.1% |
| 7D | +22.6% | -7.5% | +30.1% | +24.2% |
| 30D | +9.1% | -12.4% | +21.5% | +11.9% |
| 3M | -11.3% | -22.4% | +11.0% | -6.9% |
| 6M | +22.0% | -29.5% | +51.5% | +31.5% |
| YTD | +47.3% | -24.1% | +71.4% | +54.0% |
| 1Y | +124.8% | -26.3% | +151.0% | +120.9% |
| All | +145.8% | -20.1% | +165.9% | +147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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