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Conversationally interact with ChatGPT to now analyze updated prices, technical indicators, financial statements, macro-economic/company news & more for Stocks, ETFs & Cryptos
Conversationally interact with ChatGPT to now analyze updated prices, technical indicators, financial statements, macro-economic/company news & more for Stocks, ETFs & Cryptos
α Online Jensen Alpha Calculator for Portfolio for Stocks, Etfs & Crypto
Data updated 2024-Jul-26 (Friday)Quick Instructional video for this page. Collapse this after viewing by clicking How-to button above. Open in new tab
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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Jensen Alpha
Portfolio | $199,767.55 | As of | 2024-Jul-26 Friday |
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α 1m-Alpha | +6.67% | α 3m-Alpha | +2.81% |
α 6m-Alpha | +26.80% | α 1y-Alpha | +39.43% |
Quick Interpretation
1-month alpha of +6.7% shows that Portolio generated some excess returns adjusting for beta (volatility) & risk free rate . S&P 500 (market benchmark) returned -0.2% in the 1-month period as compared to the portfolio which returned +6.9% . Calculation used a Portfolio Beta of 0.24
3-month alpha of +2.8% shows that Portolio generated some excess returns adjusting for beta (volatility) & risk free rate . S&P 500 (market benchmark) returned +8.1% in the 3-month period as compared to the portfolio which returned +10.1% . Calculation used a Portfolio Beta of 0.88
6-month alpha of +26.8% shows that Portolio generated significant excess returns adjusting for beta (volatility) & risk free rate . S&P 500 (market benchmark) returned +11.5% in the 6-month period as compared to the portfolio which returned +36.5% . Calculation used a Portfolio Beta of 0.81
1-year alpha of +39.4% shows that Portolio generated significant excess returns adjusting for beta (volatility) & risk free rate . S&P 500 (market benchmark) returned +20.3% in the 1-year period as compared to the portfolio which returned +55.6% . Calculation used a Portfolio Beta of 0.74
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 Currently Viewing
Portfolio Beta : Analyze portfolio volatility with Portfolio Beta
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
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 Currently Viewing
Portfolio Beta : Analyze portfolio volatility with Portfolio Beta
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