Alpha & Beta Coefficient Calculator

1. Asset/Portfolio Data

Asset/Portfolio Returns (%):

Comma-separated percentage returns (e.g., for 2.5%, enter 2.5).

Display Currency (for Alpha context): USD ($) EUR (€) GBP (£) JPY (¥) INR (₹) % (Percentage Only)

Alpha is a %. Beta is unitless.

2. Market/Benchmark Data

Market/Benchmark Returns (%):

Comma-separated returns, matching the number and period of asset returns.

3. Risk Parameters

Risk-Free Rate (% per period):

Single rate or comma-separated series matching return periods.

Return Period (for Alpha Annualization): Monthly Daily Weekly Quarterly Annual

Select the period of your input returns.

4. Actions

Calculation Results

Number of Periods: -

Average Asset Excess Return (per period): -

Average Market Excess Return (per period): -

Variance of Market Excess Returns: -

Covariance (Asset Excess, Market Excess): -

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Calculated Beta (β): -

Calculated Periodic Alpha (α): -

Annualization Factor (for Alpha): -

Calculated Annualized Alpha (α): -