Feature/add annualized performance (#364)

* Add annualized performance

* Update changelog

CHANGELOG.md

@@ -7,6 +7,9 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ## Unreleased
 
+### Added
+
+- Added the annualized performance to the portfolio summary tab on the home page
 - Added the Ghostfolio Slack channel to the about page
 
 ## 1.51.0 - 11.09.2021

apps/api/src/app/portfolio/portfolio.service.spec.ts

@@ -0,0 +1,62 @@
+import { PortfolioService } from './portfolio.service';
+
+describe('PortfolioService', () => {
+  let portfolioService: PortfolioService;
+
+  beforeAll(async () => {
+    portfolioService = new PortfolioService(
+      null,
+      null,
+      null,
+      null,
+      null,
+      null,
+      null,
+      null,
+      null
+    );
+  });
+
+  it('Get annualized performance', async () => {
+    expect(
+      portfolioService.getAnnualizedPerformancePercent({
+        daysInMarket: NaN, // differenceInDays of date-fns returns NaN for the same day
+        netPerformancePercent: 0
+      })
+    ).toEqual(0);
+
+    expect(
+      portfolioService.getAnnualizedPerformancePercent({
+        daysInMarket: 0,
+        netPerformancePercent: 0
+      })
+    ).toEqual(0);
+
+    /**
+     * Source: https://www.readyratios.com/reference/analysis/annualized_rate.html
+     */
+    expect(
+      portfolioService.getAnnualizedPerformancePercent({
+        daysInMarket: 65, // < 1 year
+        netPerformancePercent: 0.1025
+      })
+    ).toBeCloseTo(0.729705);
+
+    expect(
+      portfolioService.getAnnualizedPerformancePercent({
+        daysInMarket: 365, // 1 year
+        netPerformancePercent: 0.05
+      })
+    ).toBeCloseTo(0.05);
+
+    /**
+     * Source: https://www.investopedia.com/terms/a/annualized-total-return.asp#annualized-return-formula-and-calculation
+     */
+    expect(
+      portfolioService.getAnnualizedPerformancePercent({
+        daysInMarket: 575, // > 1 year
+        netPerformancePercent: 0.2374
+      })
+    ).toBeCloseTo(0.145);
+  });
+});

apps/api/src/app/portfolio/portfolio.service.ts

@@ -47,6 +47,7 @@ import {
 } from '@prisma/client';
 import Big from 'big.js';
 import {
+  differenceInDays,
   endOfToday,
   format,
   isAfter,
@@ -58,7 +59,7 @@ import {
   subDays,
   subYears
 } from 'date-fns';
-import { isEmpty } from 'lodash';
+import { isEmpty, isNumber } from 'lodash';
 
 import {
   HistoricalDataItem,
@@ -80,6 +81,21 @@ export class PortfolioService {
     private readonly symbolProfileService: SymbolProfileService
   ) {}
 
+  public getAnnualizedPerformancePercent({
+    daysInMarket,
+    netPerformancePercent
+  }: {
+    daysInMarket: number;
+    netPerformancePercent: number;
+  }) {
+    if (isNumber(daysInMarket) && daysInMarket > 0) {
+      const exponent = new Big(365).div(daysInMarket).toNumber();
+      return Math.pow(1 + netPerformancePercent, exponent) - 1;
+    }
+
+    return 0;
+  }
+
   public async getInvestments(
     aImpersonationId: string
   ): Promise<InvestmentItem[]> {
@@ -715,6 +731,12 @@ export class PortfolioService {
     const fees = this.getFees(orders);
     const firstOrderDate = orders[0]?.date;
 
+    const annualizedPerformancePercent = this.getAnnualizedPerformancePercent({
+      daysInMarket: differenceInDays(new Date(), firstOrderDate),
+      netPerformancePercent:
+        performanceInformation.performance.currentNetPerformancePercent
+    });
+
     const totalBuy = this.getTotalByType(orders, currency, TypeOfOrder.BUY);
     const totalSell = this.getTotalByType(orders, currency, TypeOfOrder.SELL);
 
@@ -726,6 +748,7 @@ export class PortfolioService {
 
     return {
       ...performanceInformation.performance,
+      annualizedPerformancePercent,
       fees,
       firstOrderDate,
       netWorth,

apps/client/src/app/components/portfolio-summary/portfolio-summary.component.html

@@ -146,7 +146,7 @@
     <div class="col"><hr /></div>
   </div>
   <div class="row px-3 py-1">
-    <div class="d-flex flex-grow-1" i18n>Net Worth</div>
+    <div class="d-flex flex-grow-1 font-weight-bold" i18n>Net Worth</div>
     <div class="d-flex justify-content-end">
       <gf-value
         class="justify-content-end"
@@ -156,4 +156,17 @@
       ></gf-value>
     </div>
   </div>
+  <div class="row px-3 py-1">
+    <div class="d-flex flex-grow-1 ml-3" i18n>Annualized Performance</div>
+    <div class="d-flex flex-column flex-wrap justify-content-end">
+      <gf-value
+        class="justify-content-end"
+        position="end"
+        [colorizeSign]="true"
+        [isPercent]="true"
+        [locale]="locale"
+        [value]="isLoading ? undefined : summary?.annualizedPerformancePercent"
+      ></gf-value>
+    </div>
+  </div>
 </div>

libs/common/src/lib/interfaces/portfolio-summary.interface.ts

@@ -1,6 +1,7 @@
 import { PortfolioPerformance } from './portfolio-performance.interface';
 
 export interface PortfolioSummary extends PortfolioPerformance {
+  annualizedPerformancePercent: number;
   cash: number;
   committedFunds: number;
   fees: number;