Skip to main content

Benchmark Comparison Analysis

Compare portfolio performance against relevant benchmarks with statistical significance testing.

Complexity: Moderate | Duration: 5-15m | Category: Finance/Investment

Tags: benchmarking performance alpha statistical-analysis

Workflow Diagram​

Steps​

Step 1: Benchmark Selection​

Agent: financial

analyst - Choose appropriate benchmarks (S&P 500, total market, etc.)

Step 2: Data Collection​

Agent: data

analyst - Download historical benchmark returns

Step 3: Return Calculation​

Agent: financial

analyst - Calculate portfolio returns for same time periods

Step 4: Relative Performance​

Agent: financial

analyst - Calculate alpha, tracking error, information ratio

Step 5: Statistical Testing​

Agent: data

analyst - Test if outperformance is statistically significant

Step 6: Attribution Analysis​

Agent: financial

analyst - Determine sources of over/underperformance

Step 7: Visualization​

Agent: visualization

specialist - Create performance comparison charts

Step 8: Report Generation​

Agent: documentation

writer - Summarize findings with actionable insights

Usage​

To execute this workflow:

/workflow finance/investment/benchmark-comparison-analysis.workflow

See other workflows in this category for related automation patterns.