strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_wind_micro_bp alpha_ths_micro_bp alpha_bot_bp
barraDefence_20260410_151525
0 multin_zz1000_71001_barra_growth_topG 14.67 23.76 117.78 -33.51 117.78 -4.89 -142.28 -125.07 -162.03
1 multin_zz1000_71001_barra_liquidity_botG 9.82 18.90 112.93 -38.37 112.93 -9.75 -147.14 -129.92 -166.89
2 multin_zz1000_71001_barra_size_topG -5.81 3.27 97.30 -54.00 97.30 -25.38 -162.77 -145.55 -182.52
3 multin_zz1000_71001_barra_btop_topG -20.89 -11.80 82.22 -69.08 82.22 -40.46 -177.84 -160.63 -197.60
4 multin_zz1000_71001_barra_earningsyield_topG -24.98 -15.90 78.13 -73.17 78.13 -44.55 -181.93 -164.72 -201.69
5 multin_zz1000_71001_barra_leverage_topG -29.39 -20.31 73.72 -77.58 73.72 -48.96 -186.34 -169.13 -206.10
6 multin_zz1000_71001_barra_nonlinearsize_topG -34.41 -25.32 68.70 -82.59 68.70 -53.97 -191.36 -174.15 -211.11
7 multin_zz1000_71001_barra_momentum_topG -56.24 -47.16 46.87 -104.43 46.87 -75.81 -213.20 -195.98 -232.95
8 multin_zz1000_71001_barra_beta_botG -74.65 -65.57 28.46 -122.84 28.46 -94.22 -231.60 -214.39 -251.36
9 multin_zz1000_71001_barra_residualvolatility_topG -104.98 -95.89 -1.87 -153.17 -1.87 -124.55 -261.93 -244.72 -281.69