+686.9%
SEI vs ARMK
+144.8%
+542.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.2% | +1.9% | +3.8% |
| 7D | +22.6% | +3.1% | +19.5% | +21.2% |
| 30D | +9.1% | -2.8% | +11.9% | +10.5% |
| 3M | -11.3% | +7.6% | -18.9% | -14.1% |
| 6M | +22.0% | +47.9% | -25.9% | +3.4% |
| YTD | +47.3% | +60.0% | -12.7% | +20.4% |
| 1Y | +124.8% | +52.2% | +72.5% | +87.0% |
| 3Y | +591.3% | +131.4% | +459.9% | +372.6% |
| 5Y | +1,008.2% | +163.2% | +845.0% | +604.1% |
| All | +686.9% | +144.8% | +542.2% | +517.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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