Assess and improve your investment strategy
We give you the flexibility to use either factor-based or Brinson-style attribution through a single platform, allowing you to choose the approach that is most relevant to your investment style. We also offer you the ability to evaluate returns on a risk-adjusted basis, providing additional insight into your portfolio’s performance relative to risks.
Our performance attribution feature is integrated with Axioma Portfolio AnalyticsTM and Axioma RiskTM that also allows you to analyze risk and return, assess your exposure to factors, and generate reports.
Performance Attribution is for:
Associated products
Axioma Portfolio Analytics
An integrated view of your portfolio’s risk and return
Leverage factor-based risk analysis and attribution, assess your factor exposures, and generate print-ready reports.
Axioma Risk
Flexible, multi-asset, market risk management
A cloud-native, flexible system offering analytics and data in a unified platform for a consistent view across your firm.
Axioma Equity Factor Risk Models
Comprehensive analysis with multiple views of risk
Risk management, performance attribution and portfolio construction through a suite of fundamental, statistical and macroeconomic variants.
Axioma Portfolio Optimizer
The most flexible portfolio construction tool
Supports a wide range of investment management approaches, from quantitative to fundamental with virtually limitless objectives and an equally unlimited range of constraints.
Additional resources
Whitepaper
Adding Alpha by Subtracting Beta: A Case Study on How Quantitative Tools Can Improve a Portfolio’s Returns
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Whitepaper
Quantifying Macroeconomic Risk
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Whitepaper
What, Exactly, Is a Factor? How Factor Portfolio Construction Impacts Exposures, Returns and Attribution
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Whitepaper
What Is a Factor? Part 2: The Impact of the Long-Only Constraint
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