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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. interaction is where skill separates from luck.
#attribution#portfolio#performance
Brinson Attribution: Did You Pick Good Stocks, or Just Good Sectors?
Outperformance has two ingredients: the sectors you chose and the stocks you picked inside them. Brinson-Fachler attribution separates the two — so you know which skill to keep.
#attribution#portfolio#analytics#benchmarks