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In the method below all the portfolio values at each time interval are calculated. Then they are aggregated in each time period and the period return is calculated. Finally the period returns are compounded and annualised.

In method below all the portfolio values at each time interval are calculated. Then they are aggregated in each time period and the period return is calculated. Finally the period returns are compounded and annualised.

In the method below all the portfolio values at each time interval are calculated. Then they are aggregated in each time period and the period return is calculated. Finally the period returns are compounded and annualised.

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For example, the portfolio return between periods x5 and x6 is

where a1 is the starting value of asset 1 and a11 is the value of asset 1 after one time intervalperiod. If the actual values were known this would begive a better result, but given the limited information they are calculated.

Compounding the period returns is the same as taking the time-weighted return.

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The above are the daily rates of return for the four assets.

The calculated value of asset 4 after three period is the same as the final value, v4 above.

For example, the return between periods x5 and x6 is

where a1 is the starting value of asset 1 and a11 is the value of asset 1 after one time interval. If the actual values were known this would be better, but given the limited information they are calculated.

Compounding the period returns is taking the time-weighted return.

enter image description here

The calculated value of asset 4 after three period is the same as the final value, v4.

For example, the portfolio return between periods x5 and x6 is

where a1 is the starting value of asset 1 and a11 is the value of asset 1 after one time period. If the actual values were known this would give a better result, but given the limited information they are calculated.

Compounding the period returns is the same as taking the time-weighted return.

enter image description here

The above are the daily rates of return for the four assets.

The calculated value of asset 4 after three period is the same as the final value v4 above.

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where a1 is the starting value of asset 1 and a11 is the value of asset 1 after one time interval. If the actual values were known this would be better, but given the limited information they are calculated.

Compounding the period returns is taking the time-weighted return.

The calculated value of asset 4 after three period is the same as the final value, v4.

Compounding the period returns is taking the time-weighted return.

where a1 is the starting value of asset 1 and a11 is the value of asset 1 after one time interval. If the actual values were known this would be better, but given the limited information they are calculated.

Compounding the period returns is taking the time-weighted return.

The calculated value of asset 4 after three period is the same as the final value, v4.

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