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Next filing · Form 10-Q · Q2 2026 · 54 daysFactor Research · Part 2 published: risk structure in 13F filings across five allocator stylesAPI Update · AOM portfolio chains — single snapshot call for multi-step analyze flowsAPI Update · POST /api/snapshot — canonical JSON portfolio snapshotPart 3 · The One Manager Skill That PersistsPart 1 · One Position, Four BetsNext filing · Form 10-Q · Q2 2026 · 54 daysFactor Research · Part 2 published: risk structure in 13F filings across five allocator stylesAPI Update · AOM portfolio chains — single snapshot call for multi-step analyze flowsAPI Update · POST /api/snapshot — canonical JSON portfolio snapshotPart 3 · The One Manager Skill That PersistsPart 1 · One Position, Four Bets
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Concept · Portfolio performance & risk decomposition

Portfolio attribution

Splitting the portfolio's realized return into contributions from market, sector, subsector, and residual selection.

In depth

Splits the portfolio's realized return into contributions from market, sector, subsector, and residual selection — the portfolio-level companion to single-stock attribution.

Compute it with the API

POST /api/batch/analyze

# pip install riskmodels-py
client.batch_analyze(portfolio)

Full API docs ↗

In the methodology

Multi-period attribution: the geometric bridge →

Referenced by (0)

No working paper references this concept yet.

Related concepts

Portfolio variance decompositionRisk contributionActive shareTracking errorBenchmark fitSharpe ratioDrawdown
← Risk contributionPortfolio performance & risk decomposition · 3 / 8Active share →
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