Timeline for Calculating returns across multiple securities and time
Current License: CC BY-SA 3.0
9 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 7, 2015 at 15:04 | vote | accept | David | ||
| Oct 7, 2015 at 14:32 | answer | added | user32479 | timeline score: 0 | |
| Oct 7, 2015 at 14:15 | comment | added | David | What I'm after is getting the cumulative sum of my portfolio as a function of time. How do I do that with normal returns rather than log-returns? | |
| Oct 7, 2015 at 11:41 | comment | added | Peter K. | It's just the guzzoutas minus the guzzintas (how much you get back minus how much you put in). Though I should have said -5.2% rathern than just 5.2%. | |
| Oct 7, 2015 at 2:36 | comment | added | JTP - Apologise to Monica♦ | Peter simply calculated the total $1 lost over the original amount invested. You lost 1/19. | |
| Oct 7, 2015 at 1:41 | comment | added | David | I don't understand your calculation, but I think you're onto something. I wonder if the final log-return would be log(10+8) - log(10+9) = -0.023 or -2.3%. Is that correct? | |
| Oct 7, 2015 at 1:40 | comment | added | Peter K. | Surely your total return is (10 + 8) - (9 + 10) = -1 or 5.2% of the sum invested (19) ? | |
| Oct 7, 2015 at 1:35 | review | First posts | |||
| Oct 7, 2015 at 3:25 | |||||
| Oct 7, 2015 at 1:32 | history | asked | David | CC BY-SA 3.0 |