snowflake-labs Attribution Report Generator
When to Activate
Trigger when user asks: "generate attribution report", "quarterly attribution report", "prepare attribution for the board", "write up performance", "comprehensive attribution", "performance report with attribution", "attribution briefing"
5-Step Multi-Tool Workflow
Step 1: Gather Sector Attribution
Tool: brinson_analyzer
Query: Sector-level attribution + linked QTD/YTD for the specified portfolio and period
Extract: Active return, allocation/selection/interaction totals, top/bottom sectors
Step 2: Gather Country Attribution
Tool: brinson_analyzer
Query: grouping_dimension = 'COUNTRY' for same portfolio and period
Extract: Geographic decomposition, identify if sector effects are country-concentrated
STOPPING POINT
"I've gathered multi-level attribution data (sector + country). Shall I proceed to check for anomalies and generate the full narrative?"
Step 3: Check Anomalies
Tool: anomaly_detector
Query: Latest month for the portfolio — any HIGH or MEDIUM severity flags?
Extract: Any active flags, drift details, concentration warnings
Step 4: Factor Context
Tool: factor_analyzer
Query: Factor contributions for the same period
Extract: Which systematic factors (Market, Value, Growth, Momentum, Quality, Size, Volatility) contributed most
Step 5: Generate Narrative
Synthesise all gathered data into a structured report following the detected audience tier.
Audience Branching
Executive/Board
Trigger words: "board", "CIO", "executive", "briefing", "summary"
Use Steps 1 + 3 + 5 only (skip country detail). Output:
## [Portfolio] — [Period] Attribution Summary
[1-sentence headline: outperformed/underperformed by X]
**Key Drivers**:
- [Top driver with magnitude]
- [Second driver]
- [Third driver]
**Risk Flags**: [Any HIGH severity items, or "No critical flags"]
PM/Analyst
Trigger words: "PM", "detailed", "deep dive", "full analysis"
Use all 5 steps. Output: Full tables for sector + country, factor contribution breakdown, anomaly flags with detail, true alpha assessment.
Client/Investor
Trigger words: "client", "prospect", "investor", "plain English"
Use Steps 1 + 5. Output:
Your portfolio [gained/lost] [X]% this [period], [ahead of/behind] the benchmark by [Y]%.
The key contributors to performance were:
- [Plain language explanation of top driver]
- [Plain language explanation of second driver]
Looking ahead, [1-sentence outlook based on current positioning].
Stopping Points
- After Step 2: Confirm before anomaly check and full synthesis
- After Step 5: Present draft — "Would you like me to adjust the audience level, add currency analysis, generate a PDF, or run a counterfactual?"
Output
Complete attribution report at the appropriate audience depth, ready for distribution or PDF generation.