As you adjust your planned portfolio under the Holdings tab, the Analytics tab updates to provide a side-by-side comparison between your actual portfolio and your proposed model. These analytics are backtested over your selected time period to show how your proposed changes would have impacted performance and risk.
The Historical Return metric calculates what your total return would have been if the proposed trades had been executed at the very beginning of the selected timeframe. Similarly, the risk metrics—such as volatility, beta, and max drawdown—allow you to evaluate if your planned changes would have successfully reduced risk or improved your risk-adjusted returns during that period.
You can adjust the backtest timeframe using the date selector in the upper right-hand corner. This area also contains icons to reset the simulation, print the report, or export the comparison data to a spreadsheet.
