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Alpha

معامل ألفا

The return a fund earned above (or below) what its benchmark exposure and risk level would predict.

Alpha tries to separate "manager skill" from "market movement". If the market index rises 10% and a fund with the same market sensitivity rises 12%, those extra two points are alpha — value added by the manager's decisions rather than delivered free by the market.

The precise calculation accounts for beta (the fund's sensitivity to its index): a fund with a beta of 1.2 is already expected to beat the index in a rising market, so that gap is not counted as skill. Alpha is what remains after subtracting this expected return.

Consistently positive alpha across years is the rarest thing investors look for, because most active funds — after fees — record alpha near zero or negative. One year of alpha can be luck; what matters is persistence across multiple periods.

Always read alpha together with the benchmark used to compute it: alpha measured against an index that doesn't fit the fund's category is a meaningless number.

Formula

Alpha = fund return − expected return (risk-free rate + beta × benchmark excess return)

Numeric Example

The Saudi market index rose 10% in a year, and a local equity fund with a beta of 1.0 returned 12%. Approximate alpha = 12% − 10% = +2% — two points beyond what market movement explains. Had it returned only 8%, its alpha would be −2%.

For educational and informational purposes only — not investment advice. Past performance does not guarantee future results.