Understanding where your hedge fund portfolio's returns come from is fundamental to portfolio management. AlternativeSoft's performance attribution software decomposes returns by manager, strategy, factor and geography — automatically, every period, without manual work.
Manual performance attribution is time-consuming, methodologically complex and frequently delayed — reducing its value for ongoing portfolio management.
All attribution analyses calculated and refreshed automatically every period — manager contribution, factor decomposition, strategy and geographic attribution.
Understand exactly where every basis point of return comes from — without manual work.
Calculate each manager's contribution to total portfolio return — absolute and risk-adjusted. Identify best and worst contributors over any period automatically.
Multi-factor regression decomposing portfolio returns into alpha and systematic factor exposures. Distinguish genuine manager skill from cheap systematic risk premia.
Attribute returns by investment strategy — long/short equity, global macro, CTA, credit. Understand which strategies are driving performance each period.
Analyse how geographic allocations contributed to returns over different periods and market regimes. Full regional transparency across the portfolio.
Monthly, quarterly, annual and since-inception attribution. Understand how contribution patterns change across different market environments over time.
Attribution reports generated automatically every period — charts, contribution tables, factor decomposition — formatted for investment committee presentation.
Connect fund administrator returns, NAV data and position information. Historical and current portfolio data imported and reconciled automatically.
All attribution analyses calculate every period. Manager contributions, factor decomposition and strategy attribution update without any manual effort.
Access ready-made attribution charts and tables. Generate IC packs in one click. Drill from portfolio level down to individual manager attribution.
Understand exactly what is driving returns each period. Identify which managers add value and which underperform relative to their risk contribution.
Learn moreProvide investors with transparent, detailed attribution reporting that demonstrates the value of your manager selection and construction process.
Learn moreReport clearly on hedge fund performance to trustees. Attribution analysis demonstrates that alternatives allocations are earning their place in the overall portfolio.
Learn moreAlternativeSoft streamlines many useful performance-based analytics including portfolio optimisation, peer evaluation, and relative analyses. An intuitive platform that is additive to our processes.
A practical and user-friendly tool used as part of our portfolio construction and risk management process. Their extensive support and responsiveness provides real added value.
From statistical analysis on a single hedge fund to portfolio construction, risk analysis and stress testing — one of the most effective and intuitive tools I have handled.
Join 150+ institutional investors who rely on AlternativeSoft to select and monitor funds. Book a personalised demo with our team today.
Complete the form and we’ll respond within one business day.