+298.7%
ARES vs FROG
+55.2%
+243.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.5% |
| 7D | -0.3% | +48.2% | -48.5% | -8.3% |
| 30D | +15.3% | +11.4% | +3.9% | +11.2% |
| 3M | -5.4% | +28.5% | -33.9% | -11.9% |
| 6M | +10.0% | +63.7% | -53.7% | -3.5% |
| YTD | -14.7% | +77.1% | -91.8% | -28.1% |
| 1Y | -9.7% | +79.3% | -89.0% | -24.2% |
| 3Y | +35.8% | +323.8% | -287.9% | -11.3% |
| 5Y | +80.9% | +198.9% | -118.0% | +15.7% |
| All | +298.7% | +55.2% | +243.6% | +163.0% |
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