Glossary
Returns & risk

Alpha

Return above what you would expect for the risk you took.

If the market returns 10% and your portfolio returns 14% while taking exactly market-level risk, your alpha is 4%. It is the part of the outcome attributable to skill rather than to simply being exposed to the market.

Genuine, persistent alpha is extremely rare, and much of what is presented as alpha turns out on inspection to be hidden risk, leverage, or luck across a small sample.

Figure

Volatile is not the same as risky

Volatile, fineCalm, ruined

The jumpy line ends higher. The calm one quietly walks to zero. Volatility is what you feel; risk is what actually takes your money.

Why it matters

It is the entire justification for active management, and the thing most active managers do not produce.

The mistake everyone makes

Mistaking a bull market for skill. Everyone is a genius when everything is going up.

Related terms

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