Alpha & Beta Portfolio Calculator

Portfolio Alpha (α) & Beta (β) Calculator

Enter Portfolio Holdings

Add each asset in your portfolio, its current market value, and its individual Beta relative to your chosen market benchmark.

Asset Name (Optional)

Value Invested ($)

Asset Beta (β)

Market & Portfolio Return Data

Enter the annualized returns and risk-free rate for the period corresponding to your portfolio and asset betas.

Actual Portfolio Annual Return (Rp) (%):

Risk-Free Annual Rate (Rf) (%):

Expected Market Annual Return (Rm) (%): Benchmark index return

Alpha (α) & Beta (β) Results

Please input data in the previous tabs and click "Calculate Alpha & Beta".

Portfolio Beta (βp) = Sum of (Asset Weight * Asset Beta).
Expected Return (CAPM) = Rf + βp * (Rm - Rf).
Portfolio Alpha (α) = Actual Portfolio Return (Rp) - Expected Return (CAPM).
(Rp, Rf, Rm are annualized percentage inputs).