Measure portfolio exposure across strategies
Measures how the supplied portfolio overlaps with each strategy visible to the caller. For every owned or public non-archived strategy, the response reports the portfolio’s overlap, exposure, and returns against that strategy’s latest completed run, sorted by exposure from highest to lowest.
Authorizations
Enter 'Bearer' followed by a space and then your JWT or API Key.
Example: Bearer eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9...
or Bearer YOUR_API_KEY_HERE
Body
The portfolio to measure exposure against, given as a map of company ID to weight. Each weight is between 0 and 1.
Strategies to score. When empty or omitted, all of the caller's visible strategies are scored, meaning every owned or public non-archived strategy.
Window over which the returns figure is computed.
1-month, 6-month, 1-year, 5-year Response
One exposure row per strategy, sorted by exposure from highest to lowest.
Identifier of the strategy.
Name of the strategy.
Fraction of the portfolio's holdings that also appear in the strategy.
Portfolio weight allocated to companies that appear in the strategy.
The portfolio's return over the requested window, attributed to the strategy.