Individual skill
performance-attribution
Performance attribution analysis — Brinson sector/stock-selection attribution, factor alpha/beta decomposition, market-timing evaluation, and benchmark comparison framework.
agent/src/skills/performance-attribution/SKILL.md
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- backtesting Repository topic
- multi-agent Repository topic
- quantitative-finance Repository topic
- trading Repository topic
- ai-agent Repository topic
- algorithmic-trading Repository topic
- fintech Repository topic
- llm Repository topic
- mcp Repository topic
- python Repository topic
- engineering Derived category
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# Performance Attribution Analysis
## Overview
Decompose portfolio excess returns into explainable sources: sector allocation, stock selection, factor exposure, timing contribution, and more. This helps explain **why** a strategy made or lost money, rather than only **how much** it made or lost.
## Brinson Attribution Model
**Do not retype these formulas into throwaway Python.** They are implemented and
tested in `src/quantlib/attribution.py`; import them.
### Single-Period Brinson-Fachler Model
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