Analysis

Alpha: Definition

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Simple Definition

Returns above what the market delivers. Positive alpha = beating the market.

Why It Matters

Alpha is the holy grail of investing - returns you earned through skill, not just by riding the market. If the market returned 10% and your portfolio returned 12%, you generated 2% alpha. Most fund managers can't consistently generate alpha - that's why low-cost index funds beat most active funds. Hedge funds charge huge fees promising alpha.

Key Points

  • Positive alpha = outperforming; negative alpha = underperforming the benchmark
  • After fees, 80-90% of actively managed funds deliver negative alpha over time
  • 'Seeking alpha' is the goal of active investing - but it's extremely hard to do consistently

Related Terms

Common Questions

Returns above what the market delivers. Positive alpha = beating the market. Alpha is the holy grail of investing - returns you earned through skill, not just by riding the market. If the market returned 10% and your portfolio returned 12%, you generated 2% alpha.

Alpha is the holy grail of investing - returns you earned through skill, not just by riding the market. If the market returned 10% and your portfolio returned 12%, you generated 2% alpha. Most fund managers can't consistently generate alpha - that's why low-cost index funds beat most active funds. Hedge funds charge huge fees promising alpha.

Positive alpha = outperforming; negative alpha = underperforming the benchmark

After fees, 80-90% of actively managed funds deliver negative alpha over time

'Seeking alpha' is the goal of active investing - but it's extremely hard to do consistently