Performance attribution tools used for identifying sources of portfolio return and risk.

attrib | Hypothetical Portfolio Data with Returns, Weights, Hierarchy,... |

Attribution | performs sector-based single-level attribution |

AttributionFixedIncome | fixed income attribution |

Attribution.geometric | performs sector-based geometric attribution |

Attribution.levels | provides multi-level sector-based geometric attribution |

Carino | calculates total attribution effects using logarithmic... |

Conv.option | convert information about options, warrants or convertible... |

DaviesLaker | calculates total attribution effects using Davies and Laker... |

Frongello | calculates total attribution effects using Frongello... |

Grap | calculates total attribution effects using GRAP smoothing |

HierarchyQuintiles | replaces numeric values in the hierarchy by quintiles |

Menchero | calculates total attribution effects using Menchero smoothing |

Return.level | aggregates portfolio returns up to the chosen level from the... |

Weight.level | aggregates portfolio weights up to the chosen level from the... |

Weight.transform | transforms weights for the attribution functions |

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