Audit kinerja portofolio, dari return sampai overfitting.

41 unit mikro interaktif dalam 5 sprint: mekanika return, kinerja relatif, model faktor, optimisasi, dan evaluasi out-of-sample. Setiap angka dihitung ulang oleh widget dari data riil — bukan diketik manual.

Mulai dari P2.01 →

S1

Mekanika Return

return aritmetika vs log, chaining, volatilitas · 8 unit (P2.01–P2.08)

P2.01
Return aritmetika vs log-return
ReturnLab wajib
—
P2.02
Geometric chaining multi-periode
Chainer wajib
P2.03
Cross-sectional aggregation
CrossAgg wajib
P2.04
Volatility dari returns
VolEstimator wajib
P2.05
Rolling windows
RollingViz wajib
P2.06
Annualization
Annualizer pendukung
P2.07
Parser sandbox file French
FrenchParser pendukung
P2.08
Data versioning
VersionBadge pendukung
S2

Kinerja Relatif

excess return, alpha, tracking error, IR · 8 unit (P2.09–P2.16)

P2.09
Excess return & benchmark
ExcessLab wajib
P2.10
Alpha & Jensen
AlphaCalc wajib
P2.11
Tracking error
TEEstimator wajib
P2.12
Information ratio
IRCalc wajib
P2.13
Up/down capture
CaptureRatio pendukung
P2.14
Drawdown & recovery
DrawdownViz pendukung
P2.15
Sharpe vs Sortino
RatioCompare pendukung
P2.16
Hit rate & consistency
HitRate pendukung
S3

Model Faktor

CAPM, Fama-French, regresi, residual · 9 unit (P2.17–P2.25)

P2.17
CAPM & beta
CAPMReg wajib
P2.18
Fama-French 3 faktor
FF3Reg wajib
P2.19
Fama-French 5 faktor
FF5Reg wajib
P2.20
Residual & R²
ResidualViz pendukung
P2.21
Signifikansi koefisien
TStatPanel pendukung
P2.22
Faktor momentum
MomReg pendukung
P2.23
Multikolinearitas
VIFPanel pendukung
P2.24
Rolling regression
RollingReg pendukung
P2.25
Faktor kustom
CustomFactor pendukung
S4

Optimisasi Portofolio

frontier, tangen, kendala, estimasi · 8 unit (P2.26–P2.33)

P2.26
Mean-variance frontier
FrontierPlot wajib
P2.27
Portofolio tangen
TangentSolver wajib
P2.28
Kendala bobot
ConstraintLab wajib
P2.29
Sensitivitas estimasi
EstimationRisk pendukung
P2.30
Resampled efficiency
Resampler pendukung
P2.31
Black-Litterman
BLModel pendukung
P2.32
Risk parity
RiskParity pendukung
P2.33
Turnover & biaya transaksi
TurnoverCost pendukung
S5

Evaluasi & Overfitting

OOS, walk-forward, deflated Sharpe · 8 unit (P2.34–P2.41)

P2.34
Out-of-sample testing
OOSLab wajib
P2.35
Walk-forward analysis
WalkForward wajib
P2.36
Multiple testing & FDR
FDRPanel wajib
P2.37
Deflated Sharpe ratio
DeflatedSR wajib
P2.38
Backtest overfitting (CSCV)
CSCVViz pendukung
P2.39
Regime & stabilitas
RegimeViz pendukung
P2.40
Capacity & decay
CapacityModel pendukung
P2.41
Audit trail & replikasi
AuditTrail pendukung

Sumber data di tiap unit dicantumkan di caption widgetnya. Angka contoh dihasilkan ulang oleh widget (single source of truth) — bukan diketik manual.