GetFundCloneBacktest

io.github.daniel3303/equibles · Verify this server

Backtest how cloning an institutional filer's reported 13F portfolio would have performed against a market benchmark, either over a trailing window (windowYears) or an explicit fromDate/toDate range. Reconstructs the filer's portfolio at each quarterly 13F snapshot, rebalances on the SEC filing lag (so the simulation uses only information available at the time), and values each exact listed security on raw closing prices. Returns price return (dividends excluded), annualized price return (CAGR), and max drawdown for both the cloned portfolio and the benchmark, plus the price-return alpha between them. Closes on opposite sides of a captured split are restated onto one basis with the captured ratio, so a split never shortens the window. Use this to answer 'how would cloning fund X have performed against the market'.