-20.4%
ARES vs FROG
+73.1%
-93.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.7% | -3.2% |
| 7D | -2.7% | -4.8% | +2.1% | -1.9% |
| 30D | -2.4% | -0.9% | -1.4% | -2.5% |
| 3M | +3.9% | +7.5% | -3.5% | +2.1% |
| 6M | +26.4% | +107.0% | -80.6% | +9.0% |
| YTD | -14.9% | +39.8% | -54.7% | -22.4% |
| 1Y | -20.4% | +74.8% | -95.2% | -29.7% |
| All | -20.4% | +73.1% | -93.5% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling