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latestOpenAPI 3.0.1Apache 2.02026-07-2623201.3 MB
Portfolio Analysis / Contributions

Return Contributions

Perform a return contribution analysis of a portfolio.

References

  • Carl R. Bacon, Practical Portfolio Performance Measurement and Attribution
post/portfolios/analysis/contributions/return

Request body

assetsinteger required

The number of assets

assetsMeanReturnsnumber[] required

assetsMeanReturns[i] is the arithmetic (expected) return of asset i

Response

OK