Asset Allocation
Backtest Parameters
Backtesting assumes weekly rebalancing to maintain target weights. Returns are compared against SPY (S&P 500 ETF) as benchmark.
Cumulative Returns
Cumulative return chart is ready
Run backtest to visualize how your portfolio value grows over time versus SPY.
Rolling 1-Year Return Distribution
Rolling return distribution pending
We will show the frequency of 1-year rolling returns for Portfolio and SPY after backtest runs.
Chance of Positive Return Comparison
1-year rolling returns: Portfolio vs S&P 500 (SPY)
Win-rate comparison pending
Donut charts will display profitable vs losing 1-year periods after the backtest completes.
Portfolio Drawdown History: Portfolio vs SPY
Comparing portfolio drawdowns from peak returns - shows how each strategy handles market corrections
Drawdown history pending
Peak-to-trough drawdown comparison for Portfolio and SPY will appear after running backtest.