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# skfolio.attribution.AssetBreakdown

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### *class* skfolio.attribution.AssetBreakdown(names, vol_contrib, pct_total_variance, mu_contrib, weight, weight_std, systematic_vol_contrib, systematic_mu_contrib, idio_vol_contrib, idio_mu_contrib, vol, mu, corr_with_ptf)

Per-asset attribution breakdown.

Decomposes each asset’s volatility and return contribution into systematic and
idiosyncratic components.

For single-point attribution, arrays have shape `(n_assets,)`. For rolling
attribution, arrays have shape `(n_windows, n_assets)`.

* **Attributes:**
  **names** *ndarray of shape (n_assets,)*
  : Asset names. Always 1D.

  **weight** *ndarray of shape (n_assets,) or (n_windows, n_assets)*
  : Portfolio asset weights.

  **weight_std** *ndarray of shape (n_assets,) or (n_windows, n_assets), or None*
  : Standard deviation of asset weights over time. `None` when weights are not
    time-varying.

  **vol_contrib** *ndarray of shape (n_assets,) or (n_windows, n_assets)*
  : Total asset volatility contribution. Sums to `total.vol`.

  **systematic_vol_contrib** *ndarray of shape (n_assets,) or (n_windows, n_assets)*
  : Asset volatility contribution attributed to factor exposures. Sums to
    `systematic.vol_contrib`.

  **idio_vol_contrib** *ndarray of shape (n_assets,) or (n_windows, n_assets)*
  : Asset volatility contribution not attributed to factor exposures. Sums to
    `idio.vol_contrib`.

  **mu_contrib** *ndarray of shape (n_assets,) or (n_windows, n_assets)*
  : Total asset return contribution. Sums to `total.mu`.

  **systematic_mu_contrib** *ndarray of shape (n_assets,) or (n_windows, n_assets)*
  : Asset return contribution attributed to factor exposures. Sums to\`systematic.mu\`.

  **idio_mu_contrib** *ndarray of shape (n_assets,) or (n_windows, n_assets)*
  : Asset return contribution not attributed to factor exposures. Sums to
    `idio.mu`.

  **pct_total_variance** *ndarray of shape (n_assets,) or (n_windows, n_assets)*
  : Percentage of total portfolio variance.

  **vol** *ndarray of shape (n_assets,) or (n_windows, n_assets)*
  : Standalone asset volatility: $\sqrt{(B F B^\top + D)_{ii}}$.

  **mu** *ndarray of shape (n_assets,) or (n_windows, n_assets)*
  : Standalone asset return: expected return for predicted attribution and
    mean return for realized attribution.

  **corr_with_ptf** *ndarray of shape (n_assets,) or (n_windows, n_assets)*
  : Asset correlation with portfolio returns.