+310.4%
ARES vs FROG
+21.7%
+288.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -0.3% | -5.5% | +5.2% | +0.8% |
| 30D | +1.3% | -3.1% | +4.4% | +1.6% |
| 3M | +10.4% | +1.2% | +9.1% | +9.0% |
| 6M | +29.0% | +113.7% | -84.7% | +7.2% |
| YTD | -12.2% | +38.9% | -51.0% | -21.0% |
| 1Y | -18.4% | +72.0% | -90.4% | -30.5% |
| 3Y | +43.2% | +217.1% | -173.9% | +0.6% |
| 5Y | +102.6% | +130.6% | -28.0% | +38.3% |
| All | +310.4% | +21.7% | +288.7% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling