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α Online Jensen Alpha Calculator for Portfolio for Stocks, Etfs & Crypto
Data updated 2025-May-30 (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 | $256,112.34 | As of | 2025-May-30 Friday |
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α 1m-Alpha | +2.77% | α 3m-Alpha | +8.11% |
α 6m-Alpha | -2.10% | α 1y-Alpha | +15.24% |
Quick Interpretation
1-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 +6.3% in the 1-month period as compared to the portfolio which returned +5.8% . Calculation used a Portfolio Beta of 0.45
3-month alpha of +8.1% shows that Portolio generated some excess returns adjusting for beta (volatility) & risk free rate . S&P 500 (market benchmark) returned +0.9% in the 3-month period as compared to the portfolio which returned +9.0% . Calculation used a Portfolio Beta of 0.86
6-month alpha of -2.1% shows that Portolio generated no excess returns adjusting for beta (volatility) & risk free rate . S&P 500 (market benchmark) returned -2.0% in the 6-month period as compared to the portfolio which returned -3.7% . Calculation used a Portfolio Beta of 0.91
1-year alpha of +15.2% shows that Portolio generated significant excess returns adjusting for beta (volatility) & risk free rate . S&P 500 (market benchmark) returned +12.0% in the 1-year period as compared to the portfolio which returned +27.5% . Calculation used a Portfolio Beta of 1.03
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