📈 Investment Alpha ($\alpha$) Calculator
Calculated Alpha ($\alpha$)
0.00%
Market Risk Premium ($R_m - R_f$)
0.00%
Required Portfolio Return (CAPM)
Expected Return ($E[R_p]$): $\mathbf{R_f + \beta_p(R_m - R_f)}$
0.00%
Input Data Summary
| Variable | Description | Value |
|---|
I. Return & Rate Inputs (Percentage)
The actual annual return of your portfolio.
The annual return on a risk-free investment (e.g., T-bills).
The annual return of the overall market benchmark (e.g., S&P 500).
II. Risk Input (Beta)
The sensitivity of the portfolio's return relative to the market. Beta of 1.0 means same risk.
