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Just Launched!
Check out Investor Copilot custom GPT, which lets you enjoy ChatGPT functionality with recent financial information
Conversationally interact with ChatGPT to now analyze updated prices, technical indicators, financial statements, macro-economic/company news & more for Stocks, ETFs & Cryptos
Note: Free from Aiolux but ChatGPT Plus subscription is required

β Online Portfolio Beta Calculator for Stocks, Etfs & Crypto

Data updated 2024-Apr-24 (Wednesday)
 


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Specify Stock/ETF/Cryptos & quantities to instantly view Portfolio Beta for timeframes calculated using recent financial data. Beta is a standard measure to compare volatility with the broader market. Aiolux automatically calculates Beta for your portfolio over different time horizons so that you dont have to do the tedious calculations

Provided As-is for informational/educational purposes only and should not be construed as investment advice . Past performance may not be not indicative of future results. Always consult your Investment Adviser before any decision

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Portfolio
  Symbol Units Name Holding Allocation
SPDR S&P 500 ETF $50,541.00 28.07%
Bitcoin USD $95,681.33 53.15%
Apple Inc. $33,804.00 18.78%
Alter stock/etf symbol & quantity above as desired. Use AutoComplete functionality to ensure correct ticker symbol used for which data is available

Results Below
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  Portfolio Beta
Portfolio $180,026.33 As of 2024-Apr-24 Wednesday
β 1m-Beta 0.86 β 3m-Beta 0.76
β 6m-Beta 0.70 β 1y-Beta 0.71
  Click on chart icons above to view Rolling Beta for Portfolio and performance comparison with benchmark for the corresponding timespan
Beta of individual portfolio constituents across various timeframes using daily returns. Click on chart icon to see rolling beta for each constituent over the corresponding time frame window (where available)
Symbol Name Sector 1m-Beta 3m-Beta 6m-Beta 1y-Beta
SPDR S&P 500 ETF
0.98  
1.00  
1.00  
1.00  
Bitcoin USD
0.74  
0.64  
0.34  
0.22  
Apple Inc.
Information Technology
1.05  
0.72  
0.95  
1.04  

Quick Interpretation

1-month Portfolio beta (0.86) indicates volatility similar to the market . S&P 500 (market benchmark) returned -3.1% in the 1-month period as compared to the portfolio which returned -0.6% . Portfolio outperfomed market while taking on less relative volatility . The most relatively volatile constituent was [AAPL] Apple Inc. . The least relatively volatile component was [BTCUSD] Bitcoin USD
3-month Portfolio beta (0.76) has lower volatility than the market . S&P 500 (market benchmark) returned +4.3% in the 3-month period as compared to the portfolio which returned +23.5% . Portfolio significantly outperfomed market while taking on less relative volatility . The most relatively volatile constituent was [SPY] SPDR S&P 500 ETF . The least relatively volatile component was [BTCUSD] Bitcoin USD
6-month Portfolio beta (0.7) has lower volatility than the market . S&P 500 (market benchmark) returned +20.3% in the 6-month period as compared to the portfolio which returned +42.1% . Portfolio significantly outperfomed market while taking on less relative volatility . The most relatively volatile constituent was [SPY] SPDR S&P 500 ETF . The least relatively volatile component was [BTCUSD] Bitcoin USD
1-year Portfolio beta (0.71) has lower volatility than the market . S&P 500 (market benchmark) returned +24.6% in the 1-year period as compared to the portfolio which returned +50.4% . Portfolio significantly outperfomed market while taking on less relative volatility . The most relatively volatile constituent was [AAPL] Apple Inc. . The least relatively volatile component was [BTCUSD] Bitcoin USD

Interpretation for Portfolio Beta is a starting-point and does NOT account for important factors such as the amount of cash held etc. Red represents extremely high volatility in gauges and Yellow represents unusually low volatility & inverse relationships. The reference market benchmark (S&P 500) has a beta of 1 and the gauge represents a tight range around the market in Green

Related Resources for Portfolio
  : Benchmark Portfolio performance & Drawdown analysis
  : Absolute/Benchmarked performance through calendar months
  : Evaluate Risk-Reward tradeoff with Sharpe & Sortino ratios
  : Quantify portfolio outperformance with Jensen's Alpha
  : Analyze portfolio volatility with Portfolio Beta Currently Viewing
  : Correlations between Portfolio constituents & find other uncorrelated/negatively correlated assets
  : Historical distribution of daily Portfolio drawdowns
  : Dollar Cost Averaging (DCA) individual stocks in your portfolio
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