Return Attribution Analysis
Decode exactly what generated your portfolio returns with factor-based attribution analysis.
What You Get
Key Features
Factor Return Decomposition
Break down your total returns into contributions from different factors like value, momentum, quality, and market beta. See what really worked.
Alpha vs Beta Analysis
Separate skill-based returns (alpha) from market exposure (beta). Understand how much of your performance came from factor exposures versus stock selection.
Performance Attribution
Attribute returns to specific holdings, sectors, or investment decisions. Identify which positions contributed most to outperformance or underperformance.
Time-Series Analysis
Track attribution over different time periods. See how factor contributions changed during various market regimes and understand consistency of returns.
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Trusted by portfolio managers to explain performance and refine investment strategies.
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