bugfix Cum. Active Returns with cumprod

twopirllc · May 23, 2021 · 0b2d02f · 0b2d02f
1 parent 8bc0bb0
commit 0b2d02f
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/examples/AIExample.ipynb b/examples/AIExample.ipynb
@@ -1117,7 +1117,7 @@
     }
    ],
    "source": [
-    "asset[[\"PCTRET_1\", \"ACTRET_1\"]].cumsum().plot(figsize=(16, 3), kind=\"area\", stacked=False, color=colors(\"GyOr\"), title=\"B&H vs. Cum. Active Returns\", alpha=.4, grid=True).axhline(0, color=\"black\")"
+    "((asset[[\"PCTRET_1\", \"ACTRET_1\"]]+1).cumprod()-1).plot(figsize=(16, 3), kind=\"area\", stacked=False, color=colors(\"GyOr\"), title=\"B&H vs. Cum. Active Returns\", alpha=.4, grid=True).axhline(0, color=\"black\")"
    ]
   },
   {