+133.2%
SEI vs AMRZ
-17.3%
+150.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -4.3% | +20.6% | +17.1% |
| 7D | +28.8% | -2.0% | +30.9% | +29.0% |
| 30D | +10.4% | -9.8% | +20.2% | +12.6% |
| 3M | -11.4% | -17.2% | +5.8% | -8.4% |
| 6M | +31.2% | -26.9% | +58.1% | +40.4% |
| YTD | +39.7% | -21.5% | +61.2% | +45.2% |
| 1Y | +149.0% | -22.9% | +171.9% | +143.5% |
| All | +133.2% | -17.3% | +150.5% | +133.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling