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Performance attribution, or investment performance attribution is a set of techniques that performance analysts use to explain why a portfolio's performance differed from the benchmark. This difference between the portfolio return and the benchmark return is known as the active return .
Fixed-income attribution therefore provides a much deeper level of information than is available from a simple portfolio performance report. Typically, such a report only shows returns at an aggregated level, and provides no feedback as to where the investor's true skills lie.
The modified Dietz method [1] [2] [3] is a measure of the ex post (i.e. historical) performance of an investment portfolio in the presence of external flows. (External flows are movements of value such as transfers of cash, securities or other instruments in or out of the portfolio, with no equal simultaneous movement of value in the opposite direction, and which are not income from the ...
For performance attribution at individual security level to be meaningful in many cases depends on the return being different from the share price return. If the individual security return matches the share price return, the transaction timing effect is zero. See Example 4 below, which illustrates this feature of the time-weighted method.
Performance is an abstract concept and must be represented by concrete, measurable goals or objectives. For example, baseball athlete performance is abstract as it covers many different types of activities. Batting average is a concrete measure of a particular performance attribute for a particular game role, batting, for the game of baseball.
Attribution theory is the original parent theory with Harold Kelley's covariation model and Bernard Weiner's three-dimensional model branching from Attribution theory. Attribution theory also influenced several other theories as well such as Heider's Perceived Locus of Causality which eventually led to Deci and Ryan's Theory of Self-determination.
Engelbart's law is the observation that the intrinsic rate of human performance is exponential. [further explanation needed] The law is named after Douglas Engelbart, whose work in augmenting human performance was explicitly based on the realization that although we use technology, the ability to improve on improvements (bootstrapping, "getting better at getting better") resides entirely ...
A stage performance of Don Quixote at the Teresa Carreño Cultural Complex in Venezuela (2013) A performance is an act or process of staging or presenting a play, concert, or other form of entertainment. It is also defined as the action or process of carrying out or accomplishing an action, task, or function.