AltaRock Partners LP 13F holdings and portfolio analysis

已就绪AltaRock Partners LP · Mark Massey

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Baseline

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Baselinetested
策略问答参考3 条参考问答

基于这只基金最新一期数据预生成的问答，可直接作为对话上下文使用。

baseline13FChat AI
What does directly following the disclosed baseline portfolio expose an investor to?

Directly following the baseline exposes an investor to a very concentrated large-cap book with most risk sitting in a few positions and very little diversification below the top line items. The top holding AMZN is 33.1%, the top 3 are 78.13%, and the top 5 are 92.36%. Sector exposure is concentrated in Consumer Discretionary at 36.16%, Industrials at 25.28%, Information Technology at 19.75%, and Financials at 17.78%, with almost no exposure elsewhere. In backtest terms, that produced 19.44% annualized return and 451.03% totalReturn, but also a -39.29% maxDrawdown and beta of 1.07.

↳Show how much of the baseline portfolio is explained by the top 3 holdings and top 4 sectors combined.
baseline13FChat AI
Which recent baseline periods best explain the risk-return trade-off?

The recent periods that best explain the trade-off are 2023-06-30, 2024-03-31, and 2025-06-30. In 2023-06-30, baseline delivered +6.95% versus SPY at -1.77%, for +8.72 excess with 9.85 turnover, showing how concentration can help in strong stock-picking periods. In 2024-03-31, baseline returned -2.42% versus SPY +2.31%, a -4.74 excess result despite just 8.01 turnover, showing downside when core names lag. In 2025-06-30, baseline returned -1.43% versus SPY +4.2%, a -5.63 excess outcome with the highest listed recent turnover at 21.13, showing that even active reshuffling did not protect against drawdown risk in a weak period.

↳Rank the recent baseline periods by optimizedExcess and explain whether higher turnover helped or hurt.
baseline13FChat AI
What should a user inspect next before deciding whether the baseline is acceptable?

A user should inspect concentration, drawdown path, and period-level consistency before accepting the baseline. Concentration is the first screen because top5 is 92.36% and the summary explicitly flags that the top holding exceeds one-third of assets. Next, review the drawdown path: maxDrawdown is -39.29%, downsideDeviation is 17.3812, and recoveryDays is 281, which shows that outperformance came with a long recovery profile. Finally, inspect periodPerformance because results were not uniformly strong versus SPY, with recent excess ranging from +8.72 in 2023-06-30 to -5.63 in 2025-06-30.

↳Summarize the baseline’s concentration, max drawdown, recovery time, and recent excess-return dispersion in one risk checklist.
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