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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

β Online Portfolio Beta Calculator for Stocks, Etfs & Crypto

Data updated 2024-Mar-01 (Friday)

 


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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 $50,798.00 28.59%
Bitcoin USD $90,568.95 50.98%
Apple Inc. $36,284.00 20.42%
Alter stock/etf symbol & quantity above as desired. Use AutoComplete functionality to ensure correct ticker symbol used for which data is available



  Portfolio Beta
Portfolio $177,650.95 As of 2024-Feb-29 Thursday
β 1m-Beta 0.25 β 3m-Beta 0.61
β 6m-Beta 0.67 β 1y-Beta 0.69
Missing Data for AAPL in date range. Reasons: [AAPL] has data only up to 2024-02-28. Beta Values may be affected

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
0.99  
1.00  
1.00  
1.01  
Bitcoin USD
-0.36  
0.12  
0.18  
0.10  
Apple Inc.
Information Technology
N/A  
N/A  
N/A  
N/A  

Quick Interpretation


1-month Portfolio beta (0.25) has lower volatility than the market . S&P 500 (market benchmark) returned +5.2% in the 1-month period as compared to the portfolio which returned +19.7% . Portfolio significantly outperfomed market while taking on much less relative volatility . The most relatively volatile constituent was [SPY] SPDR S&P 500 ETF . The least relatively volatile component was [BTCUSD] Bitcoin USD
3-month Portfolio beta (0.61) has lower volatility than the market . S&P 500 (market benchmark) returned +11.6% in the 3-month period as compared to the portfolio which returned +25.3% . 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 (0.67) has lower volatility than the market . S&P 500 (market benchmark) returned +13.1% in the 6-month period as compared to the portfolio which returned +45.2% . 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 (0.69) has lower volatility than the market . S&P 500 (market benchmark) returned +28.0% in the 1-year period as compared to the portfolio which returned +66.8% . 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

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










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