Alpha beta etc

[gerhardps]

Do you need a full year of investing transactions to be inputed before you can calculate beta, alpha etc? I know I have calculated these off of just a month or 2 of results and wondering how to go about it with this program, or if there is any way of doing it? I have set up the benchmark, but it seems that the input for time starts at 1 year.

[Mark]

You would need at least 1 year's worth of pricing data to get these calculations. You don't need 1 year's worth of transactions, just historical prices. You can set the comparison period under "Options / Report Preferences... / Benchmark". Normally, the comparison period is set to 5 years for these benchmarks, but you can reduce it down to 1 year if you'd like. For much more detail on how these benchmarks are calculated, see the various sections in the online help:

Alpha
Beta
Correlation
R-Squared
Sharpe Ratio