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_20250910_151529
0 multin_zz1000_71001_barra_momentum_topG 32.34 34.00 40.90 15.32 40.90 17.47 153.37 165.32 186.01
1 multin_zz1000_71001_barra_residualvolatility_topG 20.87 22.52 29.43 3.85 29.42 6.00 141.90 153.85 174.54
2 multin_zz1000_71001_barra_leverage_topG 1.32 2.97 9.87 -15.71 9.87 -13.55 122.35 134.29 154.99
3 multin_zz1000_71001_barra_btop_topG -5.76 -4.11 2.79 -22.78 2.79 -20.63 115.27 127.22 147.91
4 multin_zz1000_71001_barra_beta_botG -6.32 -4.67 2.23 -23.35 2.23 -21.19 114.71 126.65 147.35
5 multin_zz1000_71001_barra_growth_topG -8.43 -6.78 0.13 -25.45 0.12 -23.30 112.60 124.55 145.24
6 multin_zz1000_71001_barra_size_topG -8.57 -6.92 -0.01 -25.59 -0.02 -23.44 112.46 124.41 145.10
7 multin_zz1000_71001_barra_nonlinearsize_topG -14.52 -12.87 -5.97 -31.54 -5.97 -29.39 106.51 118.45 139.15
8 multin_zz1000_71001_barra_liquidity_botG -17.63 -15.97 -9.07 -34.65 -9.07 -32.50 103.41 115.35 136.05
9 multin_zz1000_71001_barra_earningsyield_topG -36.37 -34.72 -27.82 -53.40 -27.82 -51.24 84.66 96.60 117.30