Greg Pomerantz
d5a7bb70b0
- Pass the benchmark's DAILY price series to metrics.summary() instead of a month-end-resampled one; summary() derives daily returns and annualizes with 252d, so the old resample made beta/alpha regress the fund's month-end daily returns against whole-month benchmark returns (and skewed ann_return_bench). - New sidebar setting 'Risk-free rate %' (default 4%, persisted) passed through to summary(), so Sharpe, Sortino and CAPM alpha are computed in excess of rf; noted in the page caption and stats help. |
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| .. | ||
| test_app.py | ||
| test_data.py | ||
| test_e2e_browser.py | ||
| test_fundlab.py | ||
| test_tax.py | ||