Portfolio Backtesting Tool

See how a portfolio would have held up — before you rely on it.

QuantiBot.ai's portfolio backtesting tool lets you define a portfolio and test it against real historical market data, so you can study how the whole mix would have behaved through different periods instead of guessing from individual holdings. Describe the portfolio in plain language or load one you've saved — no spreadsheets or code.

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QuantiBot.ai portfolio backtest result — an indexed equity curve for a quality momentum stock portfolio versus SPY from mid-2024 through mid-2026, including a 2025 drawdown and recovery.
A real QuantiBot.ai backtest: the portfolio’s indexed value against SPY over the full test window.

How portfolio backtesting works

Getting a backtest is a three-step conversation. First, define the portfolio — name the holdings and their weights in plain language, or load a portfolio you've already saved to your library. Second, choose the historical window you want to study and a benchmark to measure against. Third, QuantiBot.ai reconstructs the portfolio's day-by-day path over that period and reports the results. There is nothing to install and no formulas to write — the same conversational interface handles the whole workflow, and you can rerun the study over a different window or a different benchmark whenever a new question comes up.

Test real or hypothetical portfolios

Backtest a portfolio you actually hold or a hypothetical one you’re considering. QuantiBot.ai reconstructs its historical path so you can compare how the composition would have tracked over the window you choose, against a benchmark of your choosing.

Bar chart of the portfolio’s annual Sharpe ratio versus SPY for 2024, 2025, and 2026.
The same years cut by Sharpe ratio, showing how the risk-adjusted return shifted year to year.
Bar chart of the portfolio’s annual beta versus SPY for 2024, 2025, and 2026.
And by beta, showing how closely the portfolio tracked the benchmark’s swings each year.
QuantiBot.ai backtest performance summary table — total gain, Sharpe ratio, beta, and max drawdown for the test portfolio versus its benchmark.
Every backtest closes with a scorecard: total gain, Sharpe ratio, beta, and max drawdown — test versus benchmark, side by side.
Bar chart of the portfolio’s annual gain versus SPY for 2024, 2025, and 2026.
Results break down year by year too — here, annual gain versus SPY, including a losing 2024 the portfolio worked through.
QuantiBot.ai backtest performance summary table — total gain, Sharpe ratio, beta, and max drawdown for the test portfolio versus its benchmark.
Every backtest closes with a scorecard: total gain, Sharpe ratio, beta, and max drawdown — test versus benchmark, side by side.
Bar chart of the portfolio’s annual gain versus SPY for 2024, 2025, and 2026.
Results break down year by year too — here, annual gain versus SPY, including a losing 2024 the portfolio worked through.

Measure the metrics that matter

Every backtest reports the numbers you'd want before trusting a portfolio:

  • Returns over the period and versus a benchmark.
  • Maximum drawdown — how deep the worst decline went.
  • Risk-adjusted return — Sharpe ratio, for the portfolio and its benchmark.

Go deeper on what you find

A backtest is a starting point. From your results you can analyze how correlated the holdings are, break down sector and factor exposure, or replay the portfolio through historical stress windows to see where the risk concentrates. Backtests are hypothetical, use historical data, and do not predict or guarantee future performance — this is a research and education tool, not investment advice.

Start researching with QuantiBot.ai

🔒 Secure payment. No charge for 7 days. Cancel anytime.

For informational and educational purposes only. QuantiBot.ai is not a broker-dealer or investment adviser and does not provide investment advice.