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Your portfolio consists of investments into three sectors. The return and the weights of the sectors in your portfolio and benchmark are the following PORTFOLIO
Your portfolio consists of investments into three sectors. The return and the weights of the sectors in your portfolio and benchmark are the following PORTFOLIO BENCHMARK Sector 1 Sector 2 Sector 3 otal Weight Return Contribuion Weight Return Contribution 4.96 0.35 0.37 0.6 0.2 0.2 6.5 4.8 3.3 5.52 3.9 0.96 0.66 0.8 0.1 0.1 6.2 3.5 3.7 5.68 Calculate the performance attribution (allocation, selection, interaction) effects of your portfolio return and judge the performance of your portfolio
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