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αlphaLab · Factor Analytics

Regression

Decompose manager alpha with institutional-grade factor models, robust inference, and rolling diagnostics.

OLS · Newey-West HACMonthly excess returns95% confidence intervalsDeterministic analytics
Fama-French Factor Analysis

Analysis Setup

Choose a subject, analysis window, and factor model, then run the regression.

Subject
Reference only — used when saving to a portfolio model, not in the factor regression.

Configure your factor analysis

Decompose returns into systematic factor exposures and alpha, with Newey-West HAC-robust inference.

  1. 1Pick a subject — manager, portfolio model, or client portfolio
  2. 2Confirm the analysis window and factor model
  3. 3Run the regression