Performance Attribution

If you need to explain where portfolio alpha actually came from, this breaks down returns into allocation, selection, and interaction effects using Brinson-Fachler methodology. It handles equity attribution, factor-based decomposition (think Fama-French loadings), fixed-income components like yield and curve shifts, and currency effects for international portfolios. The skill covers multi-period linking methods so your attribution compounds correctly across time horizons. Good for answering "did I beat the benchmark because of sector bets or stock picking" questions with actual numbers. The worked examples show real calculations with weights and returns, which is helpful since attribution formulas get messy fast.

Install to Claude Code

npx -y skills add joellewis/finance_skills --skill performance-attribution --agent claude-code