수익률 계산

import FinanceDataReader as fdr
df = fdr.DataReader('AAPL', '2001-1-20')
df

df['daily_rtn'] = df['Close'].pct_change()
df

# cumprod 누적곱, cumsum 누적합
df['st_rtn'] = (1+df['daily_rtn']).cumprod()
df

start_date = '2001-01-22'
end_date = '2024-05-06'
tmp_df = df.loc[start_date:end_date, ['st_rtn']] / df.loc[start_date, ['st_rtn']]
tmp_df

tmp_df.loc[end_date, 'st_rtn']

 

import matplotlib.pyplot as plt
tmp_df.plot(figsize=(16,9))