A return without context is just a number. AlternativeSoft reports performance against the peers that matter, attributes it by manager and factor, measures the risk behind it and keeps private and liquid holdings in one pack, from templates, on a schedule, with every figure traceable.
AlternativeSoft's investment performance reporting software produces performance, risk and attribution reports for funds and multi-manager portfolios from one database, on 4,000+ statistics, with peer comparison built in. Institutional investors use it to report manager and portfolio performance to committees and boards; fund managers use it to report to investors; both use the same templates, the same audit trail and the same Power BI and Excel connections.
A return without context is a number. These are the reports institutions actually read.
| Report | What it shows | Who reads it | ||
|---|---|---|---|---|
| Portfolio performance report | Returns over standard periods, versus benchmark and policy, with contribution by manager and asset class. | Investment committee, board, trustees | ||
| Risk report | Volatility, drawdown, VaR, CVaR, tail risk, liquidity and factor exposure, with changes since last period flagged. | CIO, risk, committee | ||
| Attribution report | Return and risk attribution by manager, factor, sector, style and selection versus allocation. | CIO, portfolio managers | ||
| Manager monitoring report | Each manager against its peer group and mandate, with drift and style changes highlighted. | Manager research, committee | ||
| Investor performance report | Fund performance in the investor's required format, including out-of-sample and stress periods. | Investor relations, investors | ||
| Private markets performance | IRR, TVPI, DPI, PME and pacing beside liquid returns, in one portfolio view. | Private markets team, committee |
The context that makes a performance figure meaningful is already in the system.
Any fund's return is shown against its true peer group, not a broad index, so the committee sees whether 8% was good.
Separate alpha from beta and show what drove the result, with up to 200 factors.
Style and factor analysisPrivate equity and credit cash flows sit beside hedge fund and public fund returns on one consistent basis.
Integrating private and liquid fundsMonth-end runs from templates; the pack is ready in hours, not weeks.
Automated reportingCommittee members open a FluidView link and drill into any figure, or receive the PDF.
FluidViewPerformance data flows into dashboards and models your firm already maintains.
Power BI connectorA return against an index is not enough for a manager decision. Ask whether the tool holds a fund universe to compare against.
Manager, factor, sector and style, and selection versus allocation, not just contribution by holding.
IRR and TVPI should sit in the same portfolio report as monthly returns, not in a separate spreadsheet.
Committee and regulator questions need every figure traceable to a calculation and a data vintage.
Have the vendor run your pack on your data and time it.
PDF, interactive link, Power BI and Excel, per recipient.
Bring the committee pack you produced last quarter. We will rebuild it as a template, run it on your portfolio and show the peer context your current version is missing.