Module Algostream_performance

module Attribution : sig ... end

P&L attribution over a trade blotter, and the gross-to-net cost waterfall.

module Benchmark_compare : sig ... end

Strategy-versus-benchmark comparison: alpha, beta, tracking error, capture ratios.

module Drawdown_analysis : sig ... end

Drawdown decomposed into episodes, with recovery times.

module Metrics : sig ... end

Risk-adjusted performance metrics — the canonical implementations.

module Nav_align : sig ... end

Put two independently-sampled NAV curves on one time grid.

module Returns : sig ... end

Equity curve → return series, and the annualization factor everything else depends on.