Decompose every return and every drawdown by manager, factor, sector and currency. Answer "who contributed?" in 30 seconds instead of three days. Built for fund of funds, family offices and pension funds.
Performance & Drawdown Attribution
Who contributed — in 30 seconds
The problem
Quarterly IC meeting tomorrow. "Where did our return come from?" The current answer takes the analyst three days of spreadsheets.
Manager contribution
Who added · who detracted · significance
Factor attribution
Market · value · momentum · size · FX
Drawdown decomposition
Who hurt us in Q3 · which factor regime
Multi-dimensional, multi-period attribution designed for the realities of multi-manager portfolios.
Which managers added or subtracted return this period? Per-manager attribution with statistical significance — not just rounding spreadsheet contributions.
Decompose return into factor contributions: market, value, momentum, size, quality, FX, rates. See which factor bets paid off and which hurt.
Sector and regional attribution at the look-through level. North America vs Europe vs Asia. Tech vs Financials vs Energy. Pinpoint the drivers.
When the portfolio is down, decompose the loss the same way. Answer "who hurt us in Q3?" with manager-by-manager, factor-by-factor evidence.
Multi-period geometric attribution so contributions compound correctly across daily, monthly, quarterly and annual periods.
Decompose returns into local-currency return plus FX contribution. Essential for global mandates and unhedged international allocations.
Five places attribution software earns its keep in an institutional allocator’s workflow.
Performance attribution software decomposes a portfolio's realised return into the underlying contributions: which managers added or subtracted return, which factors drove it, which sectors helped or hurt. For multi-manager portfolios, it answers the IC's first question — "where did our return come from?" — with defensible quantitative evidence.
Drawdown attribution decomposes a loss period the same way performance attribution decomposes a gain period. When the portfolio is down 8%, drawdown attribution answers: which managers caused the drawdown, what factor exposures hurt, which sectors detracted. Essential for trustee and IC defence.
Standard attribution (Brinson) was built for long-only equity portfolios with benchmarks. Hedge funds have no benchmark, can be net long or net short, often have multi-asset exposure and use leverage. AlternativeSoft uses returns-based attribution methods designed for alternatives: factor decomposition, multi-period geometric attribution, currency overlay attribution and manager contribution analysis.
Yes. Daily, monthly, quarterly, annually and custom periods. Multi-period geometric attribution is used so contributions compound correctly — not the linear approximation that breaks down over long horizons.
Yes. Fund managers use AlternativeSoft's attribution to articulate to LPs exactly how their P&L was generated — by strategy, by trade, by factor. Powerful for investor relations and capital raising.
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