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_20260224_151514
0 multin_zz1000_71001_barra_leverage_topG 69.21 72.56 188.97 81.61 188.98 18.92 -119.29 -113.95 -76.83
1 multin_zz1000_71001_barra_btop_topG 52.42 55.77 172.18 64.82 172.19 2.13 -136.08 -130.74 -93.62
2 multin_zz1000_71001_barra_earningsyield_topG 33.45 36.80 153.21 45.85 153.21 -16.84 -155.05 -149.71 -112.60
3 multin_zz1000_71001_barra_residualvolatility_topG 12.71 16.06 132.47 25.11 132.48 -37.58 -175.79 -170.45 -133.33
4 multin_zz1000_71001_barra_liquidity_botG 8.90 12.25 128.67 21.30 128.67 -41.39 -179.60 -174.26 -137.14
5 multin_zz1000_71001_barra_size_topG 4.59 7.94 124.35 16.99 124.36 -45.70 -183.91 -178.57 -141.45
6 multin_zz1000_71001_barra_beta_botG -13.37 -10.02 106.39 -0.97 106.39 -63.66 -201.87 -196.53 -159.42
7 multin_zz1000_71001_barra_nonlinearsize_topG -16.98 -13.63 102.78 -4.58 102.79 -67.27 -205.48 -200.14 -163.02
8 multin_zz1000_71001_barra_growth_topG -20.88 -17.53 98.88 -8.48 98.88 -71.17 -209.38 -204.04 -166.93
9 multin_zz1000_71001_barra_momentum_topG -48.86 -45.51 70.90 -36.46 70.90 -99.15 -237.36 -232.02 -194.91