α

Alpha Calculator

Calculate Jensen's Alpha — the risk-adjusted excess return of a portfolio compared to its expected return from the CAPM model.

Inputs
Adjust the values below to calculate your results
Return Comparison (%)
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Results
Your calculated results based on the inputs provided

Jensen's Alpha

+3.90%

Outperforming the market

Expected Return (CAPM)

+11.10%

Excess Return

+10.50%

Portfolio return minus risk-free rate