Excess return contribution explained (in arithmetic model) by selection and allocation. The manager has been improving since 2009. Red dots = negative contribution whereas blue dots = positive contribution.
Performance attribution | visualization
Rodolfo Vanzini
Making sense of economics
Follow @RodolfoVanzini
Rodolfo Vanzini
@RodolfoVanzini
- New vid https://t.co/y9elIfyK6B
about 4 months ago - Prediction bias in credit analysis https://t.co/cZsmwSwEbt via @YouTube
about 6 months ago
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