Analytics Suite
Comprehensive portfolio analytics covering performance, risk, attribution, and peer comparison. All analytics use real data from your selected portfolio.
Prerequisite: You need to have a portfolio selected. Go to Portfolio → Select Portfolio first.
Analytics Hub
The main analytics page (Analytics in the sidebar) shows all your portfolios organized by type:
- Backtested — strategies that have been backtested
- User Uploaded — portfolios you uploaded via CSV
- Standard — predefined benchmark portfolios
- Production — strategies promoted to production
- Shared / Received — portfolios shared between users
Click any portfolio to navigate to its analytics. Use the Refresh button to reload the list.
Performance Summary
The Performance tab gives you a high-level overview of how your portfolio has performed.
Metrics Cards
| Card | Metrics | What It Tells You |
|---|---|---|
| Profit & Loss | Total Return %, CAGR, Sharpe, Positions | Overall profitability and risk-adjusted performance |
| Risk Summary | Max Drawdown %, Volatility %, Avg Turnover, Trading Days | Risk profile and how much the portfolio fluctuated |
| Portfolio Summary | Initial Capital, Final Value, Rebalances, Fund Name | Administrative details about the portfolio |
Charts
- Portfolio Value — equity curve showing portfolio value over time
- Drawdown % — how far below peak the portfolio dropped at each point
- Value Trend — smoothed trend line of portfolio value
First-time loading: When you view analytics for a newly uploaded portfolio, the platform may need to ingest market data. This takes 30-60 seconds. You will see a progress spinner.
Holdings Summary
Shows the composition of your portfolio — what you hold and how much.
- Holdings table — each stock with its weight %, sector, and market cap
- Holdings % chart — bar chart of portfolio weights
- Factor Exposure chart — how much your portfolio tilts toward each of the 21 factors
- Factor Summary table — average factor exposure across all holdings
Use the checkboxes to select/deselect specific holdings for analysis. The "All" and "None" buttons help with bulk selection.
Returns & Risk Analysis
Deep dive into return sources and risk decomposition using the factor model.
View Modes
Toggle between three views using the tabs at the top:
| Mode | Shows | Use When |
|---|---|---|
| Active | Portfolio returns and risk only | Analyzing your own performance |
| Benchmark | Benchmark returns and risk | Understanding the benchmark |
| Excess | Portfolio minus benchmark | Measuring your value-add vs index |
Return Decomposition
Your portfolio return is broken into Factor Return (driven by systematic factors like market, momentum, value) and Idiosyncratic Return (stock-specific, not explained by factors).
Charts
- Factor Returns % — contribution of each factor to total return
- Factor Risk Contribution % — how much risk each factor adds
- Factor Exposure — current portfolio exposure to each factor
- Top Contributors / Detractors — top 3 factors helping and hurting performance
Peer Comparison
Compare your portfolio's metrics against peer funds and industry benchmarks. See how your returns, risk, and Sharpe ratio stack up. Available under Analytics → Peer Comparison.
Drawdown Analysis
Visualizes every peak-to-trough decline in your portfolio. Identifies the worst drawdowns by depth and duration, helping you understand the downside risk profile. Available under Analytics → Portfolio Analysis → Drawdown.
Period Analysis
Breaks down performance by time period — monthly, quarterly, or yearly. See which periods contributed the most and least to overall returns. Available under Analytics → Period Analysis.
Additional Views
- Event Sensitivity — analyzes portfolio response to specific market events (e.g., rate hikes, earnings)
- Portfolio Slicing — slice holdings by sector, market cap, or factor exposure to see sub-portfolio performance
- Peer Intelligence — deeper industry-level benchmarking with peer breakdown by metrics
- Lite Analytics — simplified, single-page view of key metrics for quick reference
Card Toolbar
Every card in the analytics suite has a toolbar with these controls:
- Filter — Excel-level filtering and sorting for table cards (column filters, operators, multi-criteria)
- Info — contextual description of what the card shows
- Expand — view the card content in a full-screen modal
- Download — CSV download for tables, PNG screenshot for charts