-5.2%
ARES vs FROG
+78.6%
-83.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.1% | -3.0% | +3.4% |
| 7D | +5.0% | +27.1% | -22.1% | +1.9% |
| 30D | +19.1% | +5.8% | +13.3% | +18.1% |
| 3M | +3.1% | +20.8% | -17.8% | -0.4% |
| 6M | +12.9% | +53.3% | -40.5% | +4.0% |
| YTD | -10.7% | +73.2% | -83.8% | -21.0% |
| All | -5.2% | +78.6% | -83.8% | -15.4% |
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