-54.2%
APTV vs SIRI
-23.3%
-30.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.4% |
| 7D | -1.8% | -3.0% | +1.2% | -1.2% |
| 30D | -7.9% | +1.3% | -9.2% | -8.2% |
| 3M | -29.9% | +5.6% | -35.6% | -30.9% |
| 6M | -36.6% | +35.2% | -71.7% | -40.8% |
| YTD | -40.0% | +49.1% | -89.0% | -45.3% |
| 1Y | -44.0% | +26.8% | -70.8% | -47.3% |
| All | -54.2% | -23.3% | -30.9% | -53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling