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Excess return relative to benchmark and risk-free rate
Positive α: Outperformed benchmark
Negative α: Underperformed benchmark
Zero α: Matched benchmark

Measures portfolio volatility relative to the benchmark
β = 1: Moves perfectly with the benchmark
β > 1: More volatile (e.g. 1.5 = 50% more volatile)
β > 0 and < 1: Less volatile (e.g. 0.5 = 50% lest volatile)
β < 0: Inverse correlation (e.g. -1 = 1:1 oposite direction)

Measures risk-adjusted performance
Sharpe < 0: Low risk-adjusted performance
Sharpe > 0: Good risk-adjusted performance
Sharpe > 1: Great risk-adjusted performance

相对于基准和无风险利率的超额收益
正α：优于基准
负α：低于基准
零α：与基准持平

衡量投资组合相对于基准的波动性
β = 1：与基准完全同步移动
β > 1：波动性更大 (例如 1.5 = 波动性高出50%)
β > 0 且 < 1：波动性较小 (例如 0.5 = 波动性低50%)
β < 0：负相关 (例如 -1 = 1:1反向移动)

衡量风险调整后的表现
夏普比率 < 0：风险调整后表现较差
夏普比率 > 0：风险调整后表现良好
夏普比率 > 1：风险调整后表现优异