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_20260202_151524
0 multin_zz1000_71001_barra_liquidity_botG 139.64 199.63 -196.39 11.97 -196.39 -20.91 194.34 253.88 318.71
1 multin_zz1000_71001_barra_beta_botG 128.32 188.30 -207.71 0.64 -207.71 -32.23 183.02 242.55 307.38
2 multin_zz1000_71001_barra_residualvolatility_topG 107.44 167.43 -228.58 -20.23 -228.58 -53.11 162.14 221.68 286.51
3 multin_zz1000_71001_barra_earningsyield_topG 90.07 150.06 -245.96 -37.60 -245.96 -70.48 144.77 204.30 269.14
4 multin_zz1000_71001_barra_leverage_topG 79.84 139.83 -256.19 -47.83 -256.19 -80.71 134.54 194.07 258.91
5 multin_zz1000_71001_barra_btop_topG 75.53 135.52 -260.50 -52.14 -260.50 -85.02 130.23 189.76 254.60
6 multin_zz1000_71001_barra_growth_topG 61.71 121.70 -274.31 -65.96 -274.31 -98.84 116.42 175.95 240.78
7 multin_zz1000_71001_barra_momentum_topG 61.58 121.56 -274.45 -66.10 -274.45 -98.97 116.28 175.81 240.64
8 multin_zz1000_71001_barra_nonlinearsize_topG 29.54 89.53 -306.49 -98.13 -306.49 -131.01 84.24 143.78 208.61
9 multin_zz1000_71001_barra_size_topG 27.15 87.14 -308.88 -100.52 -308.88 -133.40 81.85 141.38 206.22