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Funds (13F)

Alyeska Investment Group, L.P.

Backtest from 21 Feb 2014 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+6.0%
S&P 500 +13.7%
Last 12 months
+10.5%
S&P 500 +12.1%
Sharpe ratio
0.33
S&P 500 0.75
Biggest drop
−24.8%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2014201620182020202220242026 $50.9k$21.1k
StrategyS&P 500 $10,000 in Alyeska Investment Group, L.P. from 21 Feb 2014 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Alyeska Investment Group, L.P.'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.

Alyeska Investment Group, L.P.'s 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+6.0%+13.7%
Total return+111%+409%
Last 12 months+10.5%+12.1%
Last 3 months+0.6%—
Last month−1.9%—
This year so far+9.3%—
Volatility a year14.7%16.2%
Sharpe ratio0.330.75
Biggest drop−24.8%−31.8%
Beta to the S&P 5000.491.00
Alpha a year (t-statistic)−1.0% (−0.30)—
Share of weeks up26%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
CRWV3.1%——
META2.4%——
CRM2.1%——
ANET1.6%——
MSFT1.4%——
ISRG1.2%——
AMZN1.2%——
APH1.2%——
GPGI1.1%——
SPOT1.0%——
ADI1.0%——
BURL1.0%——
ZBRA0.9%——
MRK0.9%——
JNJ0.9%——
MNST0.8%——
HLT0.8%——
RH0.8%——
STX0.8%——
MDLN0.8%——
CDW0.8%——
ORLY0.7%——
TTWO0.7%——
USAR0.7%——
ULTA0.7%——
NVDA0.7%——
IEX0.7%——
RSG0.7%——
JHX0.7%——
PM0.7%——
WCC0.7%——
TEVA0.6%——
CMG0.6%——
IDXX0.6%——
EQIX0.6%——
BIIB0.6%——
TTD0.6%——
MKC0.6%——
AVGO0.6%——
LITE0.6%——
TMO0.5%——
AHR0.5%——
UBER0.5%——
KRMN0.5%——
SNPS0.5%——
WM0.5%——
SBAC0.5%——
FTAI0.5%——
CVS0.5%——
ZM0.5%——
TEL0.5%——
MIR0.5%——
SBUX0.5%——
AIT0.5%——
WING0.5%——
PH0.5%——
COF0.5%——
MO0.4%——
LNG0.4%——
TIC0.4%——
ROST0.4%——
WMB0.4%——
PR0.4%——
FTNT0.4%——
NOW0.4%——
DY0.4%——
ESTC0.4%——
SU0.4%——
CHKP0.4%——
BIDU0.4%——
NRG0.4%——
AMT0.4%——
AN0.4%——
ADSK0.4%——
JBL0.4%——
SANM0.4%——
IBM0.4%——
DLR0.4%——
RVMD0.4%——
EXR0.3%——
IONS0.3%——
KO0.3%——
DVN0.3%——
PTGX0.3%——
CIEN0.3%——
A0.3%——
UAL0.3%——
CHRW0.3%——
ABT0.3%——
UDR0.3%——
KEY0.3%——
CCJ0.3%——
P0.3%——
CURB0.3%——
SLG0.3%——
TD0.3%——
MDB0.3%——
ILMN0.3%——
WYNN0.3%——
WAB0.3%——
GH0.3%——
FIVE0.3%——
BA0.3%——
YUM0.3%——
PG0.3%——
CCL0.3%——
SNX0.3%——
MSI0.3%——
VRT0.3%——
TSLA0.3%——
OXY0.3%——
INIO0.3%——
TKR0.3%——
JCI0.3%——
EPRT0.3%——
FR0.3%——
HD0.3%——
USB0.3%——
CL0.3%——
WSC0.3%——
COLD0.3%——
BWA0.3%——
RKT0.3%——
AVAV0.3%——
GLOB0.3%——
FAC0.2%——
BRKR0.2%——
MAT0.2%——
FN0.2%——
CLS0.2%——
CUBE0.2%——
JPM0.2%——
RNG0.2%——
AWI0.2%——
RMIX0.2%——
FDX0.2%——
JAN0.2%——
HAL0.2%——
ASML0.2%——
CCI0.2%——
AMAT0.2%——
DRH0.2%——
NET0.2%——
WFRD0.2%——
EW0.2%——
NTST0.2%——
CUZ0.2%——
DOV0.2%——
RDNT0.2%——
CVE0.2%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest21 Feb 2014 to 2 Nov 2026+6.0%+13.7%0.330.75−24.8%0.49−1.0% (−0.30)
2018 onwards5 Jan 2018 to 2 Nov 2026+8.8%+13.9%0.410.66−24.8%0.57+0.4% (0.08)
Last three years3 Nov 2023 to 2 Nov 2026+18.5%+21.8%0.891.16−18.3%0.98−2.2% (−0.56)
Last year7 Nov 2025 to 2 Nov 2026+12.9%+14.2%0.670.84−9.4%0.94−0.3% (−0.04)
DateCompanyAction
21 Aug 2026XEBought
21 Aug 2026WYNNBought
21 Aug 2026WULFBought
21 Aug 2026WTSBought
21 Aug 2026WSTBought
21 Aug 2026WSMBought
21 Aug 2026WOLFBought
21 Aug 2026WHKBought
21 Aug 2026WCNBought
21 Aug 2026VZBought
21 Aug 2026VSTBought
21 Aug 2026VRTBought
21 Aug 2026VRRMBought
21 Aug 2026VOYABought
21 Aug 2026VIKBought
21 Aug 2026UNPBought
21 Aug 2026UDRBought
21 Aug 2026TSSIBought
21 Aug 2026TSMBought
21 Aug 2026TSLABought
21 Aug 2026TRPBought
21 Aug 2026TREXBought
21 Aug 2026TRAWBought
21 Aug 2026TNLBought
21 Aug 2026TMUSBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026YSSSold
21 Aug 2026XXISold
21 Aug 2026WPCSold
21 Aug 2026WMSSold
21 Aug 2026WELLSold
21 Aug 2026WDAYSold
21 Aug 2026VSECSold
21 Aug 2026VNOMSold
21 Aug 2026VMRKSold
21 Aug 2026VICISold
21 Aug 2026VIAVSold
21 Aug 2026VIASold
21 Aug 2026UWMCSold
21 Aug 2026UTZSold
21 Aug 2026USFDSold
21 Aug 2026UPBSold
21 Aug 2026UMACSold
21 Aug 2026ULSSold
21 Aug 2026UESold
21 Aug 2026USold
21 Aug 2026TRVSold
21 Aug 2026TENBSold
21 Aug 2026TEAMSold
21 Aug 2026TDYSold
21 Aug 2026TSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest