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Measure Your Portfolio's Performance - Investopedia - Educating the world about finance
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日期:2024-07-20
First, we calculate the portfolio's expected return: ER(D)= .05 + 0.90 (.10-.05) = .0950 or 9.5% return ER(E)= .05 + 1.10 (.10-.05) = .1050 or 10.50% return ER(F)= .05 + 1.20 (.10-.05) = .1100 or 11% return Then, we calculate the portfolio's alpha by subt...看更多