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Backtest

Copy-investor returns for each focused investor: buy the disclosed portfolio on the date the 13F is filed, hold until the next disclosure, then rebalance. Returns are weight-renormalised over the equity slice; options, bonds, and positions without pricing coverage are excluded. 85 of 85 strategies currently have at least one closed leg.

AlphaBaseline tracks copy-investor backtest returns across 85 institutional investors via SEC 13F filings. As of this update, 85 strategies have at least one closed leg. Stanley Druckenmiller (Duquesne Family Office LLC) leads with a 5Y return of +210.4%.

How the columns are computed
  • 5Y — same shape over trailing 5 years. Suppressed ("—") when the strategy has less than 5 years of pricing-backed history, so a manager who started filing recently shows a dash here rather than a short chain dressed up as a 5-year record.
  • 3Y — geometric chain over trailing 3 years. Suppressed ("—") when the strategy has less than 3 years of pricing-backed history.
  • 1Y — same shape over trailing 365 days. Suppressed ("—") when the strategy has less than 1 year of history in the pricing universe.
  • Q — return of the most recently closed holding period (from one disclosure date to the next).
  • 5Y vs S&P 500 — the 5Y return minus SPY over that manager's own rebalance dates, so both sides cover exactly the same days. Both are price return, excluding dividends. A dash means the comparison is unavailable for that horizon — it does not mean the index went nowhere.
Stanley DruckenmillerDuquesne Family Office LLCQ2 2026+210.42%+197.13%+47.39%+18.43%+136.74%details →
David TepperAppaloosa ManagementQ2 2026+170.12%+124.34%+32.48%+5.11%+96.43%details →
Abrams Bison InvestmentsAbrams Bison InvestmentsQ2 2026+145.33%+137.59%+58.45%+14.49%+71.65%details →
Michael BurryScion Asset ManagementQ3 2025+133.91%+71.86%+5.19%+5.19%+81.02%details →
Howard MarksOaktree Capital ManagementQ2 2026+122.77%+67.77%+42.80%-2.57%+49.09%details →
David EinhornGreenlight CapitalQ2 2026+111.26%+39.58%+19.09%+9.30%+37.58%details →
MuhlenkampMuhlenkampQ2 2026+104.58%+64.16%+30.28%-0.07%+29.63%details →
Christopher BloomstranSemper AugustusQ2 2026+103.77%+82.85%+25.49%+8.21%+30.09%details →
Third Avenue ManagementThird Avenue ManagementQ2 2026+90.22%+79.93%+31.07%+10.05%+16.99%details →
Duan YongpingH&H International InvestmentQ2 2026+83.96%+59.73%+21.24%+0.04%+9.87%details →
First EagleFirst Eagle Investment ManagementQ2 2026+80.93%+73.54%+32.23%+5.89%+8.89%details →
Li LuHimalaya Capital ManagementQ2 2026+80.82%+91.85%+27.97%-3.29%+6.73%details →
Glenn GreenbergBrave Warrior AdvisorsQ2 2026+80.52%+40.49%+7.29%+14.26%+6.84%details →
Robert VinallRV Capital GmbHQ2 2026+79.40%+143.11%+3.42%+2.37%+2.50%details →
First Pacific AdvisorsFirst Pacific AdvisorsQ2 2026+78.24%+80.31%+26.95%+6.95%+2.88%details →
Harry BurnSound ShoreQ2 2026+76.25%+64.21%+29.18%+6.39%+1.39%details →
Bill & Melinda Gates Foundation TrustBill & Melinda Gates Foundation TrustQ2 2026+73.32%+50.53%+14.42%+4.27%-0.37%details →
Leon CoopermanLeon CoopermanQ2 2026+72.80%+65.54%+16.23%+0.38%-0.88%details →
Guy SpierAquamarine CapitalQ2 2026+72.54%+68.33%+13.66%+3.96%+0.56%details →
Christopher DavisDavis AdvisorsQ2 2026+62.72%+75.84%+25.55%+3.56%-10.09%details →
Triple Frond PartnersTriple Frond PartnersQ2 2026+62.21%+88.38%+31.94%+9.56%-12.54%details →
Chris HohnTCI Fund ManagementQ2 2026+58.91%+68.58%+10.60%+13.67%-14.78%details →
David KatzMatrix Asset AdvisorsQ2 2026+58.73%+62.05%+19.72%+6.15%-10.14%details →
Warren BuffettBerkshire HathawayQ2 2026+58.09%+55.53%+19.33%+5.97%-15.59%details →
Steven CheckCheck Capital ManagementQ2 2026+57.77%+79.29%+13.99%+5.84%-16.34%details →
Torray FundsTorray FundsQ2 2026+56.75%+53.80%+18.00%+2.24%-11.38%details →
Bruce BerkowitzFairholme CapitalQ2 2026+56.70%+13.93%+31.19%+6.49%-16.98%details →
Greenhaven AssociatesGreenhaven AssociatesQ2 2026+56.69%+55.78%+22.78%+16.39%-12.61%details →
Bill NygrenOakmark FundsQ2 2026+55.97%+55.68%+19.98%+14.00%-17.71%details →
Yacktman Asset ManagementYacktman Asset ManagementQ2 2026+55.46%+42.40%+20.36%+5.59%-19.21%details →
Dodge & CoxDodge & CoxQ2 2026+54.99%+49.37%+16.26%+6.74%-18.91%details →
Bryan LawrenceOakcliff CapitalQ2 2026+54.81%+101.51%+18.18%+3.14%-18.69%details →
ValueAct CapitalValueAct CapitalQ2 2026+54.42%+68.78%-6.13%+11.81%-19.26%details →
Bill MillerMiller Value PartnersQ2 2026+53.83%+78.91%+28.82%+9.98%-19.86%details →
Mairs & Power Growth FundMairs & Power Growth FundQ2 2026+53.58%+57.63%+18.73%+6.16%-20.10%details →
David RolfeWedgewood PartnersQ2 2026+53.54%+52.19%+5.05%+6.97%-20.55%details →
William Von MuefflingCantillon Capital ManagementQ2 2026+50.59%+60.66%+7.19%-1.15%-15.58%details →
Bill AckmanPershing Square Capital ManagementQ2 2026+50.23%+41.35%+15.11%+1.96%-23.45%details →
Hillman Value FundHillman Value FundQ2 2026+49.19%+48.36%+28.80%+17.39%-24.49%details →
Daily Journal Corp (Charlie Munger)Daily Journal CorpQ2 2026+48.88%+99.60%+18.19%+9.07%-21.78%details →
AltaRock PartnersAltaRock PartnersQ2 2026+48.54%+56.65%+0.27%+5.60%-24.74%details →
Viking Global InvestorsViking Global InvestorsQ2 2026+48.41%+70.77%+16.84%+8.20%-25.28%details →
Tweedy Browne Co.Tweedy Browne Value FundQ2 2026+48.19%+46.88%+22.43%+0.13%-25.53%details →
David AbramsAbrams Capital ManagementQ2 2026+47.83%+40.27%+10.15%+13.81%-26.07%details →
John ArmitageEgerton CapitalQ2 2026+47.81%+60.98%+10.55%+2.23%-20.31%details →
Nelson PeltzTrian Fund ManagementQ2 2026+47.62%+68.22%+29.30%+20.91%-25.61%details →
Richard PzenaPzena Investment ManagementQ2 2026+47.55%+35.44%+19.09%+12.78%-27.19%details →
Ariel InvestmentsAriel InvestmentsQ2 2026+45.78%+54.54%+29.09%+14.00%-28.31%details →
Lee AinslieMaverick CapitalQ2 2026+44.99%+97.48%+26.70%+10.17%-28.69%details →
Thomas RussoGardner Russo & QuinnQ2 2026+44.31%+40.37%+9.55%+2.96%-29.91%details →
Thomas GaynerMarkel Asset ManagementQ2 2026+43.61%+45.42%+12.18%+2.15%-25.22%details →
Valley Forge Capital ManagementValley Forge Capital ManagementQ2 2026+43.41%+34.77%-10.38%+8.29%-30.27%details →
Francois RochonGiverny CapitalQ2 2026+41.33%+44.28%+9.16%+9.88%-32.75%details →
Sarah KettererCauseway Capital ManagementQ2 2026+39.34%+53.20%+10.72%+5.46%-34.56%details →
Ruane Cunniff LPRuane Cunniff LPQ2 2026+39.17%+55.96%+18.19%+7.41%-34.51%details →
Vulcan Value PartnersVulcan Value PartnersQ2 2026+38.86%+58.86%+6.17%+12.07%-34.09%details →
Daniel LoebThird PointQ2 2026+38.24%+50.41%+3.69%-0.45%-35.44%details →
Mason HawkinsSoutheastern Asset ManagementQ2 2026+36.51%+28.22%+8.55%+7.80%-37.58%details →
Alex RoepersAtlantic Investment ManagementQ2 2026+28.71%+16.05%+3.07%+4.22%-44.97%details →
Jensen Investment ManagementJensen Investment ManagementQ2 2026+27.20%+24.72%+6.57%+8.13%-47.83%details →
Chase ColemanTiger Global ManagementQ2 2026+26.63%+99.67%+1.87%+3.09%-47.05%details →
Josh TarasoffGreenlea Lane CapitalQ2 2026+24.39%+55.82%-3.43%-2.67%-49.29%details →
Chuck AkreAkre Capital ManagementQ2 2026+23.11%+31.96%-10.67%+10.89%-50.98%details →
AKO CapitalAKO CapitalQ2 2026+21.29%+20.20%-8.70%+10.60%-53.29%details →
Kahn Brothers GroupKahn Brothers GroupQ2 2026+20.48%+7.23%+34.09%+5.75%-55.54%details →
Wallace WeitzWeitz Investment ManagementQ2 2026+20.42%+27.04%+4.62%+8.76%-54.08%details →
Clifford SosinCAS Investment PartnersQ2 2026+18.74%+282.39%+8.26%+11.59%-55.35%details →
Greg AlexanderConifer ManagementQ2 2026+16.67%+9.84%-19.27%+7.47%-56.82%details →
Francis ChouChou AssociatesQ2 2026+16.55%+45.08%+14.39%+2.11%-56.68%details →
Norbert LouPunch Card ManagementQ2 2026+15.37%+33.26%+6.11%+11.65%-58.31%details →
Pat DorseyDorsey Asset ManagementQ2 2026+14.86%+110.04%+20.42%+6.92%-58.82%details →
Mohnish PabraiPabrai InvestmentsQ2 2026+14.70%+66.28%+47.29%-5.07%-59.21%details →
Stephen MandelLone Pine CapitalQ2 2026+14.37%+87.28%+0.17%+4.81%-59.31%details →
Terry SmithFundsmithQ2 2026+13.82%+33.99%+5.28%+9.13%-60.27%details →
Seth KlarmanBaupost GroupQ2 2026+12.01%+48.31%+20.94%+3.22%-61.90%details →
Prem WatsaFairfax Financial HoldingsQ2 2026+9.50%+44.31%+39.52%+10.25%-64.18%details →
Robert OlsteinOlstein Capital ManagementQ1 2026+9.02%+21.59%+9.38%-0.22%-50.03%details →
Polen Capital ManagementPolen Capital ManagementQ2 2026+6.68%+27.82%-4.51%+3.05%-66.61%details →
Lindsell TrainLindsell TrainQ2 2026+6.66%+20.66%+0.82%+1.95%-62.61%details →
Henry EllenbogenDurable Capital PartnersQ2 2026-12.64%+24.30%-8.04%+8.60%-86.73%details →
Makaira PartnersMakaira Partners LLCQ4 2025-32.73%-0.64%-6.34%+13.61%-87.54%details →
Glenn WellingEngaged CapitalQ2 2026-46.61%-28.63%-3.61%-1.07%-120.29%details →
Dennis HongShawSpring PartnersQ2 2026-58.97%-10.28%-28.05%+18.36%-133.06%details →
Carl IcahnIcahn Capital ManagementQ2 2026-65.02%-44.89%+0.89%-4.57%-139.11%details →
Samantha McLemorePatient Capital ManagementQ2 2026+78.88%+22.50%+5.36%details →

Frequently asked questions

What is a copy-investor backtest?
It is a simulation of what an outsider would have earned by mechanically copying a manager's disclosed SEC Form 13F portfolio: buy the equity positions on the date the filing becomes public, hold them until the manager's next disclosure, then rebalance into the new portfolio.
How are the returns calculated?
Each holding is priced on its entry and exit dates using split-adjusted closes, the per-position returns are combined by their portfolio weight, and the closed periods are compounded into the Q, 1-year, 3-year, and 5-year figures. Options, bonds, and positions without pricing coverage are excluded and the remaining equity weights are renormalised to 100%.
Can I verify the numbers myself?
Yes. Each manager's detail page exposes every closed period leg-by-leg with entry and exit shares, prices, and contribution, and offers a CSV download that reconciles exactly to the leaderboard number. Every holding also traces back to its SEC accession number.
Why do some returns show a dash instead of a number?
A horizon is suppressed when the strategy does not have enough pricing-backed history to fill that window — for example, a 3-year return is hidden until the manager has at least three years of priced, closed periods.
Is this investment advice?
No. The backtest is a historical measurement of disclosed 13F holdings, which are reported with a delay of up to 45 days. It is for informational purposes only and is not a recommendation to buy or sell any security.