/Alpha

Search Knowledge Base by Keyword

Alpha

Alpha measures the performance on a risk-adjusted basis. It measures the performance of an investment against a market index, which is used as a benchmark.

It is possible to display monthly or annualized alpha.

Can be calculated for different time periods: 3 months – 10 years.

The statistic cannot be calculated if benchmark data for the same time period are not available.

Need help? Feel Free to Ask