Performance Attribution Analysis
Detailed P&L attribution with Brinson methodology and risk-adjusted metrics
Total Return Attribution
Total Return
$2942.15
+14.71%
Positive Contributors
5
$3227.65
Negative Contributors
1
$285.50
Annualized Return
1.8%
Based on 30d
Return Components Breakdown
Fee Income
Fees earned from trading activity in the position
+$1250.80
Confidence
Volatility
8.0%
Sharpe Ratio
3.20
Price Appreciation
Gains from token price movements
+$980.40
Confidence
Volatility
35.0%
Sharpe Ratio
1.80
Compounding
Returns from fee reinvestment and compounding
+$420.15
Confidence
Volatility
12.0%
Sharpe Ratio
2.40
Rebalancing
Net benefit from range adjustments
+$345.70
Confidence
Volatility
22.0%
Sharpe Ratio
1.40
Impermanent Loss
Loss from token price divergence
$-285.50
Confidence
Volatility
45.0%
Sharpe Ratio
-0.80
Timing
Impact of entry and exit timing decisions
+$230.60
Confidence
Volatility
52.0%
Sharpe Ratio
0.60
Implementation Highlights
Attribution Components
- • Fee income tracking and attribution
- • Price appreciation decomposition
- • Impermanent loss analysis
- • Rebalancing cost/benefit analysis
- • Compounding effect calculation
- • Timing impact assessment
Methodology
- • Brinson attribution model
- • Risk-adjusted metrics (Sharpe, Sortino, etc.)
- • Factor exposure analysis
- • Benchmark comparison framework
- • Time and money-weighted returns
- • Statistical confidence intervals
SDK Location
src/lib/analytics/attribution.ts