Inconsistencies Among 3Y (ann.), 5Y (ann.), and 10Y (ann.) Return Calculations

[Melique]

Hi,

In the metrics function in reports.py, I noticed that the 3-year annualized return and 5-year annualized return are calculated using returns from 35 and 59 months prior, respectively, whereas the 10-year annualized return uses a full 10 years prior instead of 119 months. Could you explain why? Also, for the 3- and 5-year calculations, why is there a 1-month offset?

[atharvajoshi01]

quick check, reports.py L1548 has months=35, L1553 has months=59, but L1558 jumps to years=10 which is 120 months. guessing the 1 month offset was meant to skip the current partial month and just got missed on the 10Y line. easy fix is months=119 on L1558.

[ranaroussi]

Fixed in v0.0.82.

Confirmed: 10Y used relativedelta(years=10) while 3Y and 5Y used months=35 and months=59, so the 10Y column covered eleven calendar years rather than ten. It now uses months=119, with a regression test asserting all three windows agree on a short history. Thank you for the careful comparison.