Black-Litterman Portfolio Optimization

Optimized Allocation

Tech portfolio with investor views incorporated using Bayesian inference

Your View: NVDA outperforms others by +40% (90% confidence)

Expected Return

46.40%

Volatility

32.56%

Sharpe Ratio

1.43

Risk Aversion (δ)

4.51

Portfolio Allocation ✓ Sum: 100.00%

NVDA

48.72%

AAPL

19.08%

GOOGL

16.48%

MSFT

15.73%

Prior vs Posterior Returns Annualized

Raw Data Verification Table

Ticker	Weight	Prior Return	Posterior Return	Return Δ
NVDA	0.4872	50.43%	66.02%	+15.60%
AAPL	0.1908	29.00%	28.74%	-0.27%
GOOGL	0.1648	28.79%	29.19%	+0.40%
MSFT	0.1573	23.04%	25.10%	+2.06%

Disclaimer: This visualization is for reference only. Please verify raw data before making investment decisions.
Past performance does not guarantee future results. Black-Litterman optimization is based on historical data and investor views.