What is the contribution of security selection to relative performance?
A) -0.15%
B) 0.15%
C) -0.3%
D) 0.3%

Name: What is the contribution of security selection to relative performance? A) -0.15% B) 0.15% C) -0.3% D) 0.3%
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Quizplus · Accepted Answer

Security selection contribution is calculated as the difference between the portfolio's return and the benchmark's return, adjusted for the allocation effect. A negative value indicates underperformance due to security selection.

What Is the Contribution of Security Selection to Relative Performance