How do I backtest a portfolio's asset allocation?

[aam1r]

Thanks for making this! Looks really cool and I am excited to try it out.

I would like to use this to backtest a portfolio's asset allocation and compare it to an index.

Example:

Ticker,% of Allocation
AAPL,0.5
TSLA,0.25
MSFT,0.20
AMZN,0.05

Given this fixed asset allocation of the tickers above, how do I backtest this portfolio and compare it against an index?

The key thing to note here is that the allocation is fixed in terms of % of portfolio.

[tradytics]

Hi, so the tool is more of an portfolio optimization tool than a backtesting tool. It's hard to give raw weights to the tool and then ask it to backtest.

However, the backtesting script can be modified a bit to add this functionality directly.