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_20251105_151521
0 multin_zz1000_71001_barra_leverage_topG 82.35 96.77 125.57 105.17 125.58 33.14 -114.65 -171.33 -71.85
1 multin_zz1000_71001_barra_btop_topG 43.71 58.12 86.93 66.53 86.93 -5.50 -153.29 -209.98 -110.50
2 multin_zz1000_71001_barra_liquidity_botG 40.31 54.72 83.53 63.13 83.53 -8.90 -156.69 -213.37 -113.90
3 multin_zz1000_71001_barra_earningsyield_topG 28.98 43.39 72.20 51.80 72.20 -20.23 -168.02 -224.70 -125.23
4 multin_zz1000_71001_barra_beta_botG 23.88 38.29 67.10 46.70 67.10 -25.33 -173.12 -229.80 -130.33
5 multin_zz1000_71001_barra_growth_topG 23.73 38.14 66.95 46.54 66.95 -25.48 -173.27 -229.96 -130.48
6 multin_zz1000_71001_barra_residualvolatility_topG 23.26 37.68 66.48 46.08 66.49 -25.95 -173.74 -230.42 -130.94
7 multin_zz1000_71001_barra_nonlinearsize_topG -5.69 8.73 37.54 17.13 37.54 -54.89 -202.69 -259.37 -159.89
8 multin_zz1000_71001_barra_size_topG -19.09 -4.68 24.13 3.73 24.13 -68.30 -216.09 -272.78 -173.30
9 multin_zz1000_71001_barra_momentum_topG -20.55 -6.13 22.68 2.27 22.68 -69.76 -217.55 -274.23 -174.75