performance-attribution
CommunityUnderstand your investment performance drivers.
Finance & Accounting#investment analysis#performance attribution#factor analysis#portfolio returns#brinson fachler#alpha decomposition
AuthorJoelLewis
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill helps you understand precisely where your investment portfolio's returns came from, breaking down performance into actionable components like asset allocation, security selection, and factor exposures.
Core Features & Use Cases
- Decompose Returns: Analyze how much of your return was due to strategic allocation decisions versus individual security picks.
- Factor Analysis: Identify the impact of market factors (like size, value, momentum) on your portfolio's performance.
- Fixed Income & Currency: Understand performance drivers specific to bonds and international investments.
- Use Case: After a quarter where your portfolio underperformed the benchmark, use this Skill to determine if it was because you were in the wrong sectors (allocation) or if your chosen stocks within those sectors performed poorly (selection).
Quick Start
Use the performance-attribution skill to decompose the portfolio returns for the last quarter, comparing it against the benchmark index.
Dependency Matrix
Required Modules
numpy
Components
scriptsreferences
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: performance-attribution Download link: https://github.com/JoelLewis/finance_skills/archive/main.zip#performance-attribution Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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