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#attribution
2 posts tagged attribution.
2 posts
Portfolio Attribution: Where Your Returns Actually Come From
Beating the benchmark by 400bps feels good until attribution tells you it was all allocation luck on one sector call. Selection vs. allocation vs.
#attribution#portfolio#performance
Brinson Attribution: Did You Pick Good Stocks
Brinson-Fachler splits active return into allocation, selection, and interaction so you can tell whether outperformance came from sector bets or stock-picking.
#attribution#portfolio#analytics#benchmarks