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#benchmarks
3 posts tagged benchmarks.
3 posts
Universe Portfolios: Model Books Built From the Full Universe
Model portfolios are the most efficient way to study how different strategies behave across regimes. The Universe Portfolios card on alphactor.ai hosts pre-built models and lets you compare them side-by-side.
#universe#model-portfolios#benchmarks
Choosing the Right Benchmark: Why the S&P 500 Is Lying to Most Portfolios
Most retail investors benchmark against the S&P 500 out of habit. The wrong benchmark makes mediocre returns look great and good returns look ordinary.
#benchmarks#performance#analytics#risk-adjusted-returns
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