Cookies don't cross domains. When a visitor moves from yoursite.com to a checkout on another domain, most tools see two people and lose the ad click that started it all.
List all your domains in BrainyMetrics and tracko.js decorates links, forms and window.open calls to them with a short-lived parameter, so the visitor id travels with the click. Embedded iframes on your allowed domains receive the parent page's visitor id automatically. Google's _gl cross-domain linker is read too.