Given the monthly returns that follow, find the R², 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.

R²

alpha:

beta:

Average return difference (with signs):

Average return difference (without signs):

Month January February March April May June July August September October November December Portfolio Return S&P 500 Return 5.1% 5.5% 2.2 0.5 1.2 1.6 0.1 0.7 1.0 1.2 0.0 -3.5 0.3 0.1