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_20250820_200518
0	multin_zz1000_71001_barra_size_topG	58.86	30.43	111.27	29.44	111.27	39.89	26.93	38.60	75.04
1	multin_zz1000_71001_barra_earningsyield_topG	46.26	17.82	98.66	16.83	98.66	27.28	14.32	26.00	62.44
2	multin_zz1000_71001_barra_liquidity_botG	39.09	10.66	91.50	9.66	91.49	20.12	7.16	18.83	55.27
3	multin_zz1000_71001_barra_nonlinearsize_topG	34.01	5.58	86.42	4.59	86.42	15.04	2.08	13.75	50.19
4	multin_zz1000_71001_barra_btop_topG	29.49	1.06	81.90	0.07	81.90	10.52	-2.44	9.23	45.67
5	multin_zz1000_71001_barra_leverage_topG	28.66	0.22	81.06	-0.77	81.06	9.68	-3.28	8.39	44.84
6	multin_zz1000_71001_barra_beta_botG	13.69	-14.74	66.10	-15.73	66.10	-5.28	-18.24	-6.57	29.87
7	multin_zz1000_71001_barra_growth_topG	2.43	-26.01	54.83	-27.00	54.83	-16.55	-29.51	-17.83	18.61
8	multin_zz1000_71001_barra_momentum_topG	-50.33	-78.76	2.08	-79.75	2.08	-69.30	-82.26	-70.59	-34.15
9	multin_zz1000_71001_barra_residualvolatility_topG	-86.60	-115.04	-34.20	-116.03	-34.20	-105.58	-118.54	-106.87	-70.42