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α Online Jensen Alpha Calculator for Portfolio for Stocks, Etfs & Crypto
Data updated 2024-Dec-12 (Thursday)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 | $261,950.41 | As of | 2024-Dec-11 Wednesday |
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α 1m-Alpha | +9.24% | α 3m-Alpha | +28.02% |
α 6m-Alpha | +15.06% | α 1y-Alpha | +36.76% |
Quick Interpretation
1-month alpha of +9.2% shows that Portolio generated some excess returns adjusting for beta (volatility) & risk free rate . S&P 500 (market benchmark) returned +1.4% in the 1-month period as compared to the portfolio which returned +10.3% . Calculation used a Portfolio Beta of 0.70
3-month alpha of +28.0% shows that Portolio generated significant excess returns adjusting for beta (volatility) & risk free rate . S&P 500 (market benchmark) returned +9.5% in the 3-month period as compared to the portfolio which returned +41.1% . Calculation used a Portfolio Beta of 1.41
6-month alpha of +15.1% shows that Portolio generated significant excess returns adjusting for beta (volatility) & risk free rate . S&P 500 (market benchmark) returned +13.2% in the 6-month period as compared to the portfolio which returned +33.4% . Calculation used a Portfolio Beta of 1.46
1-year alpha of +36.8% shows that Portolio generated significant excess returns adjusting for beta (volatility) & risk free rate . S&P 500 (market benchmark) returned +29.3% in the 1-year period as compared to the portfolio which returned +72.6% . Calculation used a Portfolio Beta of 1.26
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