Performance Attribution

PerformanceAttributionPROJECT

Decomposition of return into contributions from allocation, selection, currency, and other factors.

Datasets representing this concept

1 dataset

Dataset	Role	Pure
performance_attribution	primary	Pure Model ->

Pure Class

FIBO-grounded class definition for this concept: properties, multiplicities, and source-column annotations. Per-dataset Mapping and Table blocks live on each dataset's Pure Model tab.

<<Lineage.parquetBacked>>
{Lineage.parquetPath = 'out/parquet/performance_attribution/**/*.parquet', Lineage.fiboModule = 'PROJECT', Lineage.fiboConcept = 'PerformanceAttribution', Lineage.datasetTitle = 'Performance Attribution'}
// Per-fund daily decomposition of return contribution by factor, in basis points.
Class fibo::derived::PerformanceAttribution
{
    // AsOfDate: The business date as of which a snapshot was taken (positions, prices, NAV, etc.).
    asOfDate : StrictDate[1];
    // FundIdentifier: Internal surrogate key uniquely identifying a fund within this system.
    fundId : Integer[1];
    // AttributionPeriod: Time horizon over which an attribution figure is computed (DAILY, MTD, QTD, YTD, ITD).
    periodType : String[1];
    // AttributionFactor: Specific source of return contribution being measured (e.g., ALLOCATION_EQUITY, SELECTION, CURRENCY).
    factor : String[1];
    // ContributionBPS: How much a factor contributed to total return, expressed in basis points (1 bp = 0.01%).
    contributionBps : Decimal[1];
}