Backtesting
Know before you commit.
Build any portfolio and see exactly how it would have performed - returns, risk, and the worst periods you would have had to sit through.
Performance
Measure what actually happened.
CAGR, Sharpe, Sortino, and Calmar. An annual-returns heatmap, rolling returns, and side-by-side benchmark comparison - the full picture of how your strategy performed.
Risk
Understand the downside.
Maximum drawdown, volatility, VaR and CVaR, and the Ulcer index. An underwater chart, your worst five drawdowns, and rolling volatility and beta - so you know what you are really holding.
Value growth & cash flows
Model real-world investing.
Add regular contributions, fixed or percentage withdrawals, and inflation adjustment. Reinvest dividends and choose your rebalancing frequency - the way you actually invest.
Compare
Put strategies side by side.
Compare up to five portfolios and a benchmark in a single report - returns, risk, and drawdowns lined up so the differences are obvious.
60/40
S&P 500
All Weather
Golden Butterfly
+ benchmark
Correlation
See which assets actually diversify.
A full correlation and covariance matrix for every asset in your portfolio - so you can see which holdings move together and which protect you when others fall.
Go deeper
Advanced analysis built in - with dedicated tools when you need them.
Portfolio Optimization
Find the optimal asset weights for any objective - maximum Sharpe, minimum volatility, risk parity, and more.
Explore OptimizationMonte Carlo Simulation
Run thousands of simulations to model the range of possible outcomes for your portfolio under different market conditions.
Explore Monte CarloAI Insights
A risk score and key findings on every report.
Add AI Insights to any backtest and let reasoning models read the whole report - surfacing a 1-7 risk score, an investor-profile match, and the findings that matter most.
Capabilities
Everything in the backtesting engine.
Per-asset leverage
Compare up to 5 portfolios
Custom Market Data Portfolios
Advanced Risk-Return Estimation
Monte Carlo Simulation
Efficient frontier
Multi-currency
Save & Share Reports
PDF & CSV export
40+ years of data
Stocks, ETFs, funds, crypto & bonds
Correlation & covariance matrix
Test your strategy.
Build a portfolio and see how it would have performed - in seconds.
Run a backtest