+172.4%
APTV vs SIRI
+114.1%
+58.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.4% |
| 7D | -1.2% | -3.9% | +2.8% | +0.2% |
| 30D | -10.6% | -0.8% | -9.8% | -10.5% |
| 3M | -35.0% | +4.3% | -39.3% | -36.3% |
| 6M | -38.9% | +34.1% | -73.0% | -45.3% |
| YTD | -41.5% | +47.3% | -88.8% | -49.6% |
| 1Y | -45.8% | +22.9% | -68.7% | -50.6% |
| 3Y | -55.7% | -24.6% | -31.1% | -55.4% |
| 5Y | -70.1% | -43.2% | -26.9% | -69.0% |
| 10Y | -19.1% | -12.3% | -6.8% | -30.3% |
| All | +172.4% | +114.1% | +58.3% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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