Side-by-side comparison

Compare investment strategies

Academic Three-Factor Model vs Equal-Weight AI-Native Biotech Stocks

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (Backtest, OOS). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

13.5%

—

21.2%

172.8%Best

22.8%Best

58.2%

0.84

2.03Best

-36.2%

-16.9%Best

Minimum investment

$100

—

Each source uses its own scale

3(1-5 risk tolerance (AInvest))

—

Inception

—

2026-06-22

Holdings

80%Best

60%

Growth of $10,000

Each line starts at $10,000 on the first date all of them share, using the strategy's own published history. Bases are labelled and never mixed within a line.

Academic Three-Factor ModelBacktestup 108.9%
S&P 500 ETFup 84.5%

No published history to chart: Equal-Weight AI-Native Biotech Stocks.

What they hold

The latest holdings each source publishes. Simulated holdings come from a backtest; a stated mix is a target from the strategy's documents.

as of 2026-10-01

as of 2026-10-19

Asset mix

ETFs 100%

Stocks 100%

Top 5 holdings

IEF26.7%
SPY22.2%
LQD17.8%
SHY11.1%
XLP4.4%
of 10 positions

CERT21.1%
SDGR17.8%
RXRX13.3%
DNA13.0%
RLAY12.4%
of 8 positions

Overlap

The share of portfolio weight two strategies hold in common (strategies with published holdings).

	Academic Three-Factor Model	Equal-Weight AI-Native Biotech Stocks
Academic Three-Factor Model		0%
Equal-Weight AI-Native Biotech Stocks	0%

Every published figureShow 66 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

—

ai-driven drug discovery, biotech, concentrated, equal-weight, life sciences software, no scheduled rebalancing, small/mid-cap

Asset classes / instruments

equities, fixed income

equities

Investment purpose (AInvest)

long-term-wealth-accumulation

—

Section on AInvest's ETF portfolio page

Multi-Factor

—

Tags (AInvest)

balanced, factor

—

Scores

AInvest cost score (0-100)

—

AInvest diversification score (0-100)

—

AInvest momentum score (0-100)

—

AInvest overall score (0-100)

—

AInvest return score (0-100)

—

AInvest risk score (0-100)

—

Market-relative

Alpha vs SPY, out-of-sample (out-of-sample)

—

0.50

Beta vs SPY, out-of-sample (out-of-sample)

—

2.33

Correlation (R) vs SPY, out-of-sample (out-of-sample)

—

0.44

Trading activity

Annualized turnover, backtest period (backtest)

—

3.82

Annualized turnover, out-of-sample period (out-of-sample)

—

3.28

Daily win rate, backtest period (backtest)

—

48.06%

Daily win rate, out-of-sample period (out-of-sample)

—

48.19%

Backtest

Backtest final value (from $10,000)

—

$5,717

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

—

1,317

Best and worst calendar year (AInvest)

best: [object Object] · worst: [object Object]

—

Out-of-sample length

—

Return, backtest period (annualized) (backtest)

20.75%

-10.14%

Return, backtest period (cumulative) (backtest)

—

-42.83%

Return, last 30 days (backtest)

1.32%

—

Return, last 365 days (backtest)

13.47%

—

Return, last 90 days (backtest)

0.29%

—

Return, out-of-sample period (annualized) (out-of-sample)

—

172.80%

Return, out-of-sample period (cumulative) (out-of-sample)

—

36.43%

Return, trailing 1 day (out-of-sample)

—

-9.04%

Return, trailing 1 month (out-of-sample)

—

28.70%

Return, trailing 1 week (out-of-sample)

—

-7.67%

Return, trailing 1 year (backtest)

—

20.58%

Return, trailing 2 weeks (out-of-sample)

—

-21.10%

Return, trailing 3 months (out-of-sample)

—

16.87%

Return, whole backtest (annualized) (backtest)

21.17%

—

Return, whole backtest (cumulative) (backtest)

348.51%

—

Return, year to date (backtest)

14.38%

—

SPY annualized return over the backtest window (backtest)

—

12.97%

Risk metrics

Calmar ratio, backtest period (backtest)

—

-0.12

Calmar ratio, out-of-sample period (out-of-sample)

—

10.24

Maximum drawdown period (AInvest)

peak: 2021-12 · months: 9 · trough: 2022-09

—

Maximum drawdown, backtest period (backtest)

-32.21%

-84.35%

Maximum drawdown, out-of-sample period (out-of-sample)

—

-16.88%

Maximum drawdown, whole backtest (backtest)

-36.17%

—

Sharpe ratio, backtest period (backtest)

0.79

0.09

Sharpe ratio, out-of-sample period (out-of-sample)

—

2.03

Sharpe ratio, whole backtest (backtest)

0.84

—

Sortino ratio, backtest period (backtest)

—

0.13

Sortino ratio, out-of-sample period (out-of-sample)

—

2.02

Sortino ratio, whole backtest (backtest)

1.18

—

Standard deviation, backtest period (backtest)

—

56.27%

Standard deviation, out-of-sample period (out-of-sample)

—

58.20%

Volatility, whole backtest (backtest)

22.80%

—

Quality

Community review status

—

ACTIVE

Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

—

0.15

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

12.00%

Rebalance frequency

monthly

none

Cost & access

Minimum investment

$100

—

Popularity

Remixes (copies)

—

Watchers

—

Risk score

Risk tolerance (AInvest)

moderate

—

Risk tolerance 1-5 (AInvest)

—

Academic Three-Factor Model

Equal-Weight AI-Native Biotech Stocks

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Overlap

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Overlap

Do the holdings back the rules?

Costs, access & sources