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I have a stock portfolio exposure for each day in a year and the daily returns on each stock. Should I element-wise multiply the matrices and then sum
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For each day I have a table like this:
| Day | Apple | Tesla | |
|---|---|---|---|
| 1 | 20% | 70% | 0% |
| 2 | 21% | 71% | 0% |
| 3 | 22% | 40% | 30% |
| 4 | 21% | 39,5% | 31% |
| 5 | 20% | 40% | 32% |
| 6 | 20.5% | 41% | 31% |
The table does not sum 100% because I can either be levaraged or with cash.
And a similar table with the daily return on each stock.
The exposures are not constants because I don't correct then in a daily basis.
I want to know how much my portfolio returned for each stock each day. I know how much it returned for all stocks all days, so these values must be equal. Should I element-wise multiply the exposures and returns, and then sum these values?
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