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_20260304_151737
0 multin_zz1000_71001_barra_residualvolatility_topG 80.36 59.36 25.26 137.93 25.26 66.09 219.21 298.95 306.31
1 multin_zz1000_71001_barra_momentum_topG 54.90 33.90 -0.20 112.47 -0.20 40.63 193.75 273.49 280.85
2 multin_zz1000_71001_barra_growth_topG 7.63 -13.38 -47.48 65.20 -47.48 -6.65 146.48 226.22 233.57
3 multin_zz1000_71001_barra_nonlinearsize_topG -3.76 -24.76 -58.86 53.81 -58.86 -18.03 135.09 214.83 222.19
4 multin_zz1000_71001_barra_size_topG -9.54 -30.54 -64.64 48.03 -64.64 -23.81 129.31 209.05 216.41
5 multin_zz1000_71001_barra_beta_botG -21.43 -42.43 -76.53 36.15 -76.53 -35.70 117.42 197.16 204.52
6 multin_zz1000_71001_barra_leverage_topG -24.72 -45.72 -79.82 32.85 -79.82 -38.99 114.13 193.87 201.23
7 multin_zz1000_71001_barra_btop_topG -71.16 -92.16 -126.26 -13.59 -126.26 -85.43 67.69 147.43 154.79
8 multin_zz1000_71001_barra_earningsyield_topG -75.77 -96.77 -130.87 -18.20 -130.87 -90.05 63.08 142.82 150.18
9 multin_zz1000_71001_barra_liquidity_botG -99.79 -120.79 -154.89 -42.21 -154.89 -114.06 39.06 118.80 126.16