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_20260204_151519
0 multin_zz1000_71001_barra_btop_topG 208.51 190.67 206.70 123.94 206.70 159.94 177.97 158.27 174.70
1 multin_zz1000_71001_barra_leverage_topG 186.72 168.87 184.90 102.14 184.90 138.14 156.17 136.47 152.90
2 multin_zz1000_71001_barra_earningsyield_topG 157.42 139.57 155.60 72.84 155.60 108.84 126.87 107.17 123.60
3 multin_zz1000_71001_barra_beta_botG 115.73 97.88 113.91 31.16 113.91 67.15 85.19 65.48 81.91
4 multin_zz1000_71001_barra_liquidity_botG 98.32 80.47 96.50 13.74 96.50 49.74 67.77 48.07 64.50
5 multin_zz1000_71001_barra_size_topG 63.29 45.44 61.47 -21.29 61.47 14.71 32.74 13.04 29.47
6 multin_zz1000_71001_barra_nonlinearsize_topG 36.46 18.61 34.64 -48.12 34.64 -12.12 5.91 -13.79 2.64
7 multin_zz1000_71001_barra_growth_topG 0.63 -17.22 -1.19 -83.94 -1.19 -47.95 -29.91 -49.62 -33.19
8 multin_zz1000_71001_barra_residualvolatility_topG -25.34 -43.19 -27.16 -109.92 -27.16 -73.92 -55.89 -75.59 -59.16
9 multin_zz1000_71001_barra_momentum_topG -46.86 -64.71 -48.68 -131.44 -48.68 -95.44 -77.41 -97.11 -80.68