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I am working on my dissertation and i would like to provide a nice interpretation of two tables which i will present below.

I have 10 portfolio buckets which i sort on 6 different attributes. One of these attributes is return. I take the measurement at time "t" and I proceed to simulate the investment at "t+1"

The first table represent mean and returns if the investment was to be simulated at time "t". in other words it shows my return distribution on the day i take the measurement. This is presented below:

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As u can see bucket bucket 1 has the lowest returns on the day i take the measurement. These increase as i approach bucket 10.

Below i show you the statistics of the same 10 portfolios for the actual investment day. (t+1)

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Stats has never been my forte. I am not asking for a full interpretation however a few pointers to get me started would be very useful.

for the curious, not accounting for insanely large transaction costs, bucket 1 generates a CAPM alpha of 29.8% a year. this perfectly decreases at we approach bucket 10.

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