URL details: abwcharts.com/2018/03/03/how-much-time-is-needed-to-detect-evidence-of-investment-skill/
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How Much Time is Needed to Detect Evidence of Investment Skill? – AlphaBetaWorks Charts
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Since factor noise dominates nominal returns, the use of nominal returns to detect evidence of investment skill takes far too long. After distilling stock picking performance (alphas, residual returns) from factor noise, evidence of investment skill can be detected in months, rather than in decades.
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2022-07-20
How Much Time is Needed to Detect Evidence of Investment Skill?