Skip to content

Report both arithmetic and geometric mean returns #4

Description

@Yuning598

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

  • Arithmetic and geometric mean returns are displayed as separate statistics.
  • The UI identifies whether each statistic is monthly or annualized.
  • The geometric calculation handles empty samples and returns at or below -100% safely.
  • Python output and browser-side window calculations use matching definitions.
  • Formula documentation and regression tests are included.

Metadata

Metadata

Assignees

No one assigned

    Labels

    enhancementNew feature or request

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions