Returns & Performance

Alpha

Definition

What is Alpha?

The return attributed to investmentAn asset or commitment of money made with the expectation of future income, growth, or both. skill after adjusting for benchmarkA reference index or rate used to evaluate a fund's performance. performance or market riskThe possibility of loss because broad market prices or rates move against an investment..

Example in practice

How This Looks in Practice

A fund that returns more than its risk-adjusted benchmark may be described as generating positive alpha.

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