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_20260310_191245
0 multin_zz1000_71001_barra_momentum_topG 88.00 109.24 268.15 136.31 268.15 44.28 -10.51 58.30 77.39
1 multin_zz1000_71001_barra_growth_topG 30.06 51.31 210.22 78.38 210.22 -13.65 -68.45 0.36 19.46
2 multin_zz1000_71001_barra_nonlinearsize_topG -6.42 14.83 173.74 41.90 173.74 -50.13 -104.92 -36.11 -17.02
3 multin_zz1000_71001_barra_residualvolatility_topG -23.61 -2.37 156.54 24.70 156.54 -67.33 -122.12 -53.31 -34.22
4 multin_zz1000_71001_barra_size_topG -35.46 -14.21 144.70 12.86 144.70 -79.17 -133.97 -65.15 -46.06
5 multin_zz1000_71001_barra_liquidity_botG -51.30 -30.05 128.85 -2.99 128.85 -95.01 -149.81 -81.00 -61.91
6 multin_zz1000_71001_barra_leverage_topG -102.62 -81.37 77.54 -54.30 77.54 -146.33 -201.13 -132.32 -113.22
7 multin_zz1000_71001_barra_beta_botG -102.95 -81.70 77.20 -54.64 77.20 -146.67 -201.46 -132.65 -113.56
8 multin_zz1000_71001_barra_earningsyield_topG -103.21 -81.96 76.94 -54.90 76.94 -146.93 -201.72 -132.91 -113.82
9 multin_zz1000_71001_barra_btop_topG -126.45 -105.20 53.70 -78.14 53.70 -170.17 -224.96 -156.15 -137.06