RiskModels Benchmark Fit (active weights)
riskmodels_get_benchmark_fitCompare a fund, 13F filer, or ETF portfolio to a benchmark to get active share, active-weight RMS, overlap, and largest over- and underweights.
Instructions
Use when you want to compare a fund, 13F filer or ETF portfolio with a benchmark: active share and the largest active weights. Not for the subject's own holdings (use riskmodels_get_fund, riskmodels_get_filer or riskmodels_get_etf). Returns, from GET /data/benchmark-fit, active share, active-weight RMS (a coarse tracking-error proxy), overlap, and the largest over- and underweights at a common date. Benchmarks: ff_own (free-float-cap weights of the subject's own holdings), the large and small style cells (cell_large-value, cell_large-blend, cell_large-growth, cell_small-value, cell_small-blend, cell_small-growth), or all (every available benchmark for the subject). Holdings dates follow the latest filings; weights use end-of-day prices. Price: $0.02 per call.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| top | No | Number of over- and underweights, integer 1-100, e.g. 20 (default 10) | |
| as_of | No | Upper bound on the subject's holdings date; the benchmark is taken at its latest date on or before it, format YYYY-MM-DD, e.g. 2026-03-31 | |
| subject | Yes | BW-* portfolio id (BW-FUND-…, BW-FILER-…, BW-ETF-…) or an ETF ticker, e.g. BW-FUND-S000019457 or SPY | |
| benchmark | Yes | ff_own, a large or small style cell, or all, e.g. cell_large-growth |