+41.4%
ARES vs FROG
+274.0%
-232.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +35.3% | -35.1% | -4.7% |
| 7D | +4.5% | +7.0% | -2.4% | +2.8% |
| 30D | +15.7% | +2.9% | +12.9% | +14.1% |
| 3M | -2.0% | +21.6% | -23.6% | -6.6% |
| 6M | +10.4% | +87.7% | -77.2% | -3.7% |
| YTD | -14.2% | +61.7% | -75.9% | -24.5% |
| 1Y | -7.8% | +113.7% | -121.4% | -23.2% |
| 3Y | +41.4% | +267.7% | -226.4% | +7.7% |
| All | +41.4% | +274.0% | -232.6% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling