-69.3%
APTV vs SIRI
-41.5%
-27.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.5% |
| 7D | -5.0% | +0.6% | -5.6% | -5.1% |
| 30D | -6.1% | +2.5% | -8.6% | -6.6% |
| 3M | -33.0% | +6.6% | -39.6% | -34.0% |
| 6M | -35.2% | +32.9% | -68.1% | -39.1% |
| YTD | -40.1% | +50.5% | -90.6% | -45.3% |
| 1Y | -45.6% | +28.0% | -73.6% | -48.7% |
| 3Y | -54.4% | -22.4% | -31.9% | -54.5% |
| All | -69.3% | -41.5% | -27.8% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling