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_20260210_151521
0 multin_zz1000_71001_barra_size_topG -10.95 12.56 13.23 -2.23 13.23 11.56 191.77 213.45 208.35
1 multin_zz1000_71001_barra_earningsyield_topG -19.20 4.31 4.97 -10.48 4.98 3.31 183.51 205.19 200.10
2 multin_zz1000_71001_barra_nonlinearsize_topG -24.32 -0.81 -0.14 -15.60 -0.14 -1.81 178.40 200.07 194.98
3 multin_zz1000_71001_barra_growth_topG -25.05 -1.54 -0.87 -16.33 -0.87 -2.54 177.67 199.35 194.25
4 multin_zz1000_71001_barra_liquidity_botG -26.80 -3.29 -2.62 -18.07 -2.62 -4.29 175.92 197.60 192.51
5 multin_zz1000_71001_barra_beta_botG -43.56 -20.05 -19.38 -34.84 -19.38 -21.05 159.15 180.83 175.74
6 multin_zz1000_71001_barra_leverage_topG -47.80 -24.29 -23.62 -39.08 -23.62 -25.29 154.91 176.59 171.50
7 multin_zz1000_71001_barra_btop_topG -49.75 -26.23 -25.57 -41.02 -25.57 -27.23 152.97 174.65 169.56
8 multin_zz1000_71001_barra_momentum_topG -66.10 -42.59 -41.92 -57.37 -41.92 -43.59 136.62 158.30 153.20
9 multin_zz1000_71001_barra_residualvolatility_topG -85.77 -62.26 -61.60 -77.05 -61.60 -63.26 116.94 138.62 133.53