Given the monthly returns that follow, find the R$2,$ alpha, and beta of the portfolio. Compute the average return differential with and without sign. Do not round intermediate calculations. Round your answers to two decimal places.

Month Portfolio Return

$(\%)$ S&P $500$ Return

$(\%)$

January $5\mathrm{.}96\mathrm{.}3$

February $-2\mathrm{.}8-3\mathrm{.}5$

March $-1\mathrm{.}5-1\mathrm{.}2$

April $2\mathrm{.}21\mathrm{.}4$

May $0\mathrm{.}60\mathrm{.}1$

June $-1\mathrm{.}2-0\mathrm{.}6$

July $0\mathrm{.}40\mathrm{.}6$

August $1\mathrm{.}51\mathrm{.}7$

September $-0\mathrm{.}5-0\mathrm{.}1$

October $-3\mathrm{.}1-3\mathrm{.}6$

November $2\mathrm{.}61\mathrm{.}9$

December $0\mathrm{.}40\mathrm{.}0$

R$2$:

Alpha: $\%$

Beta:

Average return difference $($with signs$)$: $\%$

Average return difference $($without signs$)$: $\%$