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_20260306_152235
0 multin_zz1000_71001_barra_liquidity_botG 80.65 116.64 178.49 147.42 178.49 -57.65 -65.51 7.92 51.08
1 multin_zz1000_71001_barra_leverage_topG 70.38 106.38 168.22 137.15 168.22 -67.92 -75.78 -2.35 40.81
2 multin_zz1000_71001_barra_beta_botG 67.24 103.23 165.07 134.00 165.07 -71.07 -78.92 -5.50 37.67
3 multin_zz1000_71001_barra_btop_topG 64.42 100.41 162.25 131.18 162.25 -73.89 -81.74 -8.31 34.85
4 multin_zz1000_71001_barra_earningsyield_topG 54.54 90.53 152.38 121.31 152.38 -83.76 -91.62 -18.19 24.97
5 multin_zz1000_71001_barra_growth_topG 31.70 67.70 129.54 98.47 129.54 -106.60 -114.46 -41.03 2.13
6 multin_zz1000_71001_barra_nonlinearsize_topG 10.30 46.30 108.14 77.07 108.14 -128.00 -135.85 -62.43 -19.27
7 multin_zz1000_71001_barra_residualvolatility_topG -8.94 27.05 88.89 57.82 88.89 -147.25 -155.10 -81.68 -38.51
8 multin_zz1000_71001_barra_size_topG -36.10 -0.11 61.73 30.66 61.73 -174.41 -182.26 -108.84 -65.67
9 multin_zz1000_71001_barra_momentum_topG -39.49 -3.49 58.35 27.28 58.35 -177.79 -185.64 -112.22 -69.06