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_20250909_151523
0 multin_zz1000_71001_barra_btop_topG 112.83 86.93 -2.62 65.69 -2.62 116.98 270.76 253.10 258.93
1 multin_zz1000_71001_barra_earningsyield_topG 100.01 74.11 -15.43 52.87 -15.43 104.16 257.94 240.28 246.11
2 multin_zz1000_71001_barra_beta_botG 88.26 62.36 -27.18 41.12 -27.18 92.41 246.19 228.53 234.36
3 multin_zz1000_71001_barra_liquidity_botG 77.79 51.88 -37.66 30.65 -37.66 81.93 235.72 218.06 223.89
4 multin_zz1000_71001_barra_leverage_topG 75.90 50.00 -39.55 28.76 -39.55 80.05 233.83 216.17 222.00
5 multin_zz1000_71001_barra_size_topG 42.24 16.33 -73.21 -4.90 -73.21 46.38 200.17 182.51 188.34
6 multin_zz1000_71001_barra_nonlinearsize_topG 14.61 -11.30 -100.84 -32.53 -100.84 18.75 172.54 154.88 160.71
7 multin_zz1000_71001_barra_growth_topG -26.93 -52.83 -142.37 -74.07 -142.37 -22.78 131.00 113.34 119.17
8 multin_zz1000_71001_barra_residualvolatility_topG -40.86 -66.76 -156.30 -88.00 -156.30 -36.71 117.07 99.41 105.24
9 multin_zz1000_71001_barra_momentum_topG -44.41 -70.32 -159.86 -91.55 -159.86 -40.27 113.52 95.86 101.69