Record the time interval belonging to each return
A row labelled return may describe a day, month, irregular holding interval or another observation. Preserve its start and end instants and whether the rows form a complete sequence. Equal observation counts do not establish equal elapsed time.
This guide uses a fictional closed USD value model with no cash flows or expenses. It is not a verified investment return calculation. Missing intervals, incompatible units or external movements can make the simple chain unsuitable for actual records.
Compare two schedules with the same entered percentages
Enter two successive teaching returns of 10%. A starting value of 100 becomes 110 and then 121, so the compound total is 21%. The geometric mean per observation is 10%. Those arithmetic results do not depend on whether the entered observation intervals last 30 and 30 days or 30 and 335 days.
The schedules do differ in elapsed time:60 days versus 365 days under the stated day counts. Calling the 10% observation mean an annual return would discard that difference. Calling both compound totals one-year results would also mislabel the 60-day schedule.
| Fictional schedule | Same supplied return sequence | Time interpretation |
|---|---|---|
| 30 + 30 days | 10%,10% →21% total | 60-day total |
| 30 + 335 days | 10%,10% →21% total | 365-day total |
| Mean per observation | 10% | Not automatically per year |
An annualisation formula needs its declared assumptions
One possible mathematical extrapolation uses (ending/starting) raised to 365 divided by elapsed days, minus one. That is a chosen constant-growth annualisation model, not a prediction that a short observed period will repeat. Different day-count or return definitions need their own stated convention.
Keep the original interval return beside any modelled annualised label. A precise extrapolated percentage does not supply missing observations or authenticate the source. The article deliberately does not present an extrapolated number as an expected future outcome.
Do not equate a missing period with a flat period
If no record covers an interval between two observations, preserve the gap. A documented zero return and an unknown return are different inputs. Simply counting the available rows can understate the actual duration while concealing incomplete coverage.
Likewise, a deposit can change a dollar endpoint without representing investment growth. The closed no-flow example cannot resolve such a movement. Preserve source references and the exact cohort definition before chaining real percentages.
A zero ending value changes the calculation domain
If a supplied return is exactly minus 100% in this closed multiplicative model, the ending value is zero. A later percentage change using that zero as its base cannot be interpreted as an ordinary positive-balance return. Values below minus 100% require another model rather than a silent extension of a positive-wealth formula. Preserve the invalid or unresolved state; a missing or unsuitable period should not be removed merely to obtain a geometric or annualised label.
Report both the statistic and its time unit
A reproducible result can state 21% compound change over the entered interval and 10% geometric mean per supplied observation. It should name 60 or 365 days for the two separate schedules and explain any optional extrapolation.
No result here establishes a live strategy, annual performance, future growth or suitability. All figures are invented. The separate crypto offer is not validated by a mathematically reproducible sequence.
The optional link below leads to this site's separate crypto signals and Telegram updates offer. The record method is usable without that offer. It does not independently verify the offer, establish country eligibility or turn the teaching example into an actual transaction.
Primary sources and scope
- Python documentation: rational arithmetic
Exact rational calculations independently check the invented arithmetic. No account, product or strategy is authenticated. Checked 2026-10-21. - RFC 3339: Internet timestamps
Full dates and explicit numeric offsets; a timestamp representation does not prove clock synchronisation. Checked 2026-10-21.