Funds (13F)
Altarock Partners LP
Backtest from 20 Feb 2015 to 2 Nov 2026 · weekly · hypothetical
- Return a year
- +18.8% S&P 500 +13.4%
- Last 12 months
- +4.5% S&P 500 +12.1%
- Sharpe ratio
- 0.81 S&P 500 0.71
- Biggest drop
- −36.5% S&P 500 −31.8%
About
Copies Altarock Partners LP's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.
Key statistics
| Measure | Strategy | S&P 500 |
|---|---|---|
| Return a year (compound) | +18.8% | +13.4% |
| Total return | +651% | +335% |
| Last 12 months | +4.5% | +12.1% |
| Last 3 months | +1.2% | — |
| Last month | +5.8% | — |
| This year so far | +4.7% | — |
| Volatility a year | 21.3% | 16.5% |
| Sharpe ratio | 0.81 | 0.71 |
| Biggest drop | −36.5% | −31.8% |
| Beta to the S&P 500 | 1.10 | 1.00 |
| Alpha a year (t-statistic) | +4.3% (1.36) | — |
| Share of weeks up | 57% | — |
Insights
| Period | Return a year | S&P 500 | Sharpe | S&P 500 | Biggest drop | Beta | Alpha (t) |
|---|---|---|---|---|---|---|---|
| Whole backtest20 Feb 2015 to 2 Nov 2026 | +18.8% | +13.4% | 0.81 | 0.71 | −36.5% | 1.10 | +4.3% (1.36) |
| 2018 onwards5 Jan 2018 to 2 Nov 2026 | +18.8% | +13.9% | 0.74 | 0.66 | −36.5% | 1.11 | +3.9% (1.03) |
| Last three years3 Nov 2023 to 2 Nov 2026 | +18.7% | +21.8% | 0.74 | 1.16 | −19.6% | 1.08 | −2.9% (−0.40) |
| Last year7 Nov 2025 to 2 Nov 2026 | +5.9% | +14.2% | 0.19 | 0.84 | −19.6% | 1.30 | −8.5% (−0.49) |