+300.8%
ARES vs FROG
+41.7%
+259.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +35.3% | -35.1% | -6.2% |
| 7D | +4.5% | +7.0% | -2.4% | +2.0% |
| 30D | +15.7% | +2.9% | +12.9% | +13.3% |
| 3M | -2.0% | +21.6% | -23.6% | -7.9% |
| 6M | +10.4% | +87.7% | -77.2% | -6.5% |
| YTD | -14.2% | +61.7% | -75.9% | -26.5% |
| 1Y | -7.8% | +113.7% | -121.4% | -26.2% |
| 3Y | +41.4% | +267.7% | -226.4% | -4.9% |
| 5Y | +83.7% | +158.8% | -75.1% | +20.0% |
| All | +300.8% | +41.7% | +259.1% | +169.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling