Asset Analyzer

• DCA vs lump-sum comparison for the same asset and period
• Best DCA day-of-month analysis
• All-time-high proximity and recovery duration
• Rolling return, volatility, and Sharpe windows
• Cross-asset correlation matrix
• Principal component analysis for multi-asset sets

Use Asset Analyzer to compare an asset's returns and risk with other tickers over the same period.

1. Enter a ticker such as SPY and select it from the search results.
2. Review return, volatility, and drawdown in Summary.
3. Choose Correlations & beta for overlap or Rolling metrics for changes over time.
4. Choose DCA vs lump sum to compare contribution timing.
5. For a basket's independent return drivers, use Principal Component Analysis.

• Enter SPY with the default full-history date range.
• In Summary, review CAGR, volatility, Sharpe ratio, and max drawdown together instead of one metric alone.
• In Correlations & beta, add BND to inspect diversification behavior over the same sample.
• In Rolling metrics, use a 5-year window to compare the full-period average against rolling outcomes.

Use Save analysis to keep the inputs and result in Workspace. Reopening restores the configuration, date range, price mode, and risk-free settings. If the calculation engine changes, refresh or rerun to see a current result.

Summary shows current price, total return, CAGR, standard deviation, max drawdown, and other headline risk metrics.

Read Sharpe ratio, drawdown, and volatility together.

This view compares how assets moved relative to each other over the selected sample. Add multiple tickers to inspect overlap and beta in the same window.

Correlation is sample-dependent. A relationship that looks stable in one window can change materially in another.

Rolling metrics shows how return, volatility, and Sharpe ratio change across rolling windows.

Compare the full-period average with the rolling outcomes.

Returns shows the distribution of daily, monthly, quarterly, and annual outcomes.

Use the distribution shape to inspect asymmetry and tail risk, not only the average return.

Risk vs return plots realized annualized return against realized volatility for the selected assets and period.

The plot describes the selected historical period. It does not forecast future risk and return.

This view compares periodic contributions against a lump-sum entry for the same asset and sample period.

• Compare DCA and lump-sum outcomes.
• Inspect cost basis over time.
• Compare total invested capital against portfolio value.

The result is historical, not predictive. It changes with the start date, asset path, and contribution schedule.

Best DCA Day compares which day of the month produced the strongest historical DCA result for the selected sample.

In most cases, day-of-month differences are small compared with the effects of contribution size, asset choice, and holding period.

ATH proximity shows how close an asset was to its all-time high through time and how long drawdowns lasted before recovery.

Use it to compare recovery behavior across assets and market periods.