Background
The explorer currently reports a single mean monthly long-short return. The summary should report both arithmetic and geometric mean returns using clearly stated and internally consistent formulas.
Scope
- Retain the arithmetic mean of the selected monthly long-short series.
- Add the geometric mean based on compounded wealth over the same observations.
- State the reporting frequency explicitly; if annualized values are shown, annualize both measures consistently and label them separately.
- Recalculate both measures when the user changes the sample window.
Acceptance criteria
Background
The explorer currently reports a single mean monthly long-short return. The summary should report both arithmetic and geometric mean returns using clearly stated and internally consistent formulas.
Scope
Acceptance criteria