Portfolio Risk-Adjusted Return Analysis on Alpha-pool (91-day holdout)
2.461Median Return (Agora)Agora
Evaluation results
| Method | Links | |||||||
|---|---|---|---|---|---|---|---|---|
| AgoraBaseline=B1, Significance level=5%, Resamples=10,0002026.06 | 2.461 | -1.737 | 4.198 | 3.703 | 4.847 | 0 | 0 | |
| AgoraBaseline=B2, Significance level=5%, Resamples=10,0002026.06 | 2.461 | 0.377 | 2.084 | 1.479 | 3.195 | 0 | 0 | |
| AgoraBaseline=B3, Significance level=5%, Resamples=10,0002026.06 | 2.461 | 0.086 | 2.375 | 1.824 | 3.159 | 0 | 0 | |
| AgoraBaseline=B4, Significance level=5%, Resamples=10,0002026.06 | 2.461 | -0.676 | 3.138 | 2.62 | 3.801 | 0 | 0 | |
| AgoraBaseline=B5, Significance level=5%, Resamples=10,0002026.06 | 2.461 | 0.541 | 1.921 | 1.329 | 2.843 | 0 | 0 | |
| AgoraBaseline=B6, Significance level=5%, Resamples=10,0002026.06 | 2.461 | 0 | 2.462 | 1.907 | 3.119 | 0 | 0 | |
| AgoraBaseline=B7, Significance level=5%, Resamples=10,0002026.06 | 2.461 | -0.526 | 2.988 | 2.01 | 3.8 | 0 | 0 |