So that the units match the other risk calculations, also
use annualized returns for beat and alpha.
Update answer key to match values calculated on the first day.
Also, update performance tracker test so that the returns used
are fractional instead of > 1, so that the annualized numbers are
more in line with real world values.
This could perhaps be labelled BUG, as well.
Change the Sharpe (and algorithm volatiilty) value used to compare
algorithms/backtests so that it is annualized and uses daily returns.
Previously, the Sharpe metric was using the same calculation style
as the fixed size periods, i.e. 3 Month, 6 Month, etc., which can
use the geometric mean when comparing against the risk free.
Change the Sharpe calculation to use the arithmetic mean differenc
against the risk free rate, using daily (non-compounded) values.
Also, use annualized mean returns.
John Ricklefs