+133.9%
SEI vs AMRZ
-20.3%
+154.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.3% | -3.9% | -5.0% |
| 7D | +20.7% | -8.1% | +28.8% | +22.4% |
| 30D | +9.1% | -14.8% | +24.0% | +12.6% |
| 3M | -6.0% | -19.7% | +13.8% | -2.2% |
| 6M | +18.9% | -30.8% | +49.7% | +28.8% |
| YTD | +40.1% | -24.3% | +64.4% | +46.6% |
| 1Y | +120.6% | -24.0% | +144.7% | +117.7% |
| All | +133.9% | -20.3% | +154.1% | +135.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling