Revert "Use total investment as basis to avoid performance lower than -100%"

This reverts commit c6627fc563.

apps/api/src/app/portfolio/calculator/roai/portfolio-calculator.ts

@@ -767,14 +767,19 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
           )
         : new Big(0);
 
-    const grossPerformancePercentage = totalInvestment.gt(0)
+    const grossPerformancePercentage =
-      ? totalGrossPerformance.div(totalInvestment)
+      timeWeightedAverageInvestmentBetweenStartAndEndDate.gt(0)
-      : new Big(0);
+        ? totalGrossPerformance.div(
+            timeWeightedAverageInvestmentBetweenStartAndEndDate
+          )
+        : new Big(0);
 
     const grossPerformancePercentageWithCurrencyEffect =
-      totalInvestmentWithCurrencyEffect.gt(0)
+      timeWeightedAverageInvestmentBetweenStartAndEndDateWithCurrencyEffect.gt(
+        0
+      )
         ? totalGrossPerformanceWithCurrencyEffect.div(
-            totalInvestmentWithCurrencyEffect
+            timeWeightedAverageInvestmentBetweenStartAndEndDateWithCurrencyEffect
           )
         : new Big(0);
 
@@ -788,9 +793,12 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
           .div(totalUnits)
       : new Big(0);
 
-    const netPerformancePercentage = totalInvestment.gt(0)
+    const netPerformancePercentage =
-      ? totalNetPerformance.div(totalInvestment)
+      timeWeightedAverageInvestmentBetweenStartAndEndDate.gt(0)
-      : new Big(0);
+        ? totalNetPerformance.div(
+            timeWeightedAverageInvestmentBetweenStartAndEndDate
+          )
+        : new Big(0);
 
     const netPerformancePercentageWithCurrencyEffectMap: {
       [key: DateRange]: Big;
@@ -802,9 +810,6 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
 
     for (const dateRange of [
       '1d',
-      '1w',
-      '1m',
-      '3m',
       '1y',
       '5y',
       'max',
@@ -831,6 +836,48 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
       const rangeEndDateString = format(endDate, DATE_FORMAT);
       const rangeStartDateString = format(startDate, DATE_FORMAT);
 
+      const currentValuesAtDateRangeStartWithCurrencyEffect =
+        currentValuesWithCurrencyEffect[rangeStartDateString] ?? new Big(0);
+
+      const investmentValuesAccumulatedAtStartDateWithCurrencyEffect =
+        investmentValuesAccumulatedWithCurrencyEffect[rangeStartDateString] ??
+        new Big(0);
+
+      const grossPerformanceAtDateRangeStartWithCurrencyEffect =
+        currentValuesAtDateRangeStartWithCurrencyEffect.minus(
+          investmentValuesAccumulatedAtStartDateWithCurrencyEffect
+        );
+
+      let average = new Big(0);
+      let dayCount = 0;
+
+      for (let i = this.chartDates.length - 1; i >= 0; i -= 1) {
+        const date = this.chartDates[i];
+
+        if (date > rangeEndDateString) {
+          continue;
+        } else if (date < rangeStartDateString) {
+          break;
+        }
+
+        if (
+          investmentValuesAccumulatedWithCurrencyEffect[date] instanceof Big &&
+          investmentValuesAccumulatedWithCurrencyEffect[date].gt(0)
+        ) {
+          average = average.add(
+            investmentValuesAccumulatedWithCurrencyEffect[date].add(
+              grossPerformanceAtDateRangeStartWithCurrencyEffect
+            )
+          );
+
+          dayCount++;
+        }
+      }
+
+      if (dayCount > 0) {
+        average = average.div(dayCount);
+      }
+
       netPerformanceWithCurrencyEffectMap[dateRange] =
         netPerformanceValuesWithCurrencyEffect[rangeEndDateString]?.minus(
           // If the date range is 'max', take 0 as a start value. Otherwise,
@@ -842,12 +889,9 @@ export class RoaiPortfolioCalculator extends PortfolioCalculator {
                 new Big(0))
         ) ?? new Big(0);
 
-      netPerformancePercentageWithCurrencyEffectMap[dateRange] =
+      netPerformancePercentageWithCurrencyEffectMap[dateRange] = average.gt(0)
-        investmentValuesAccumulatedWithCurrencyEffect[rangeEndDateString]?.gt(0)
+        ? netPerformanceWithCurrencyEffectMap[dateRange].div(average)
-          ? netPerformanceWithCurrencyEffectMap[dateRange].div(
+        : new Big(0);
-              investmentValuesAccumulatedWithCurrencyEffect[rangeEndDateString]
-            )
-          : new Big(0);
     }
 
     if (PortfolioCalculator.ENABLE_LOGGING) {