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_20260312_151532
0 multin_zz1000_71001_barra_btop_topG 96.66 116.95 67.18 100.41 67.18 185.91 314.72 325.84 372.01
1 multin_zz1000_71001_barra_earningsyield_topG 69.14 89.43 39.66 72.90 39.66 158.39 287.20 298.33 344.49
2 multin_zz1000_71001_barra_leverage_topG 55.53 75.81 26.04 59.28 26.04 144.78 273.58 284.71 330.87
3 multin_zz1000_71001_barra_beta_botG 36.80 57.08 7.31 40.55 7.31 126.05 254.85 265.98 312.14
4 multin_zz1000_71001_barra_nonlinearsize_topG 6.74 27.03 -22.74 10.49 -22.74 95.99 224.80 235.92 282.09
5 multin_zz1000_71001_barra_liquidity_botG -0.74 19.55 -30.23 3.01 -30.23 88.51 217.32 228.44 274.60
6 multin_zz1000_71001_barra_size_topG -1.33 18.96 -30.81 2.42 -30.81 87.92 216.73 227.86 274.02
7 multin_zz1000_71001_barra_growth_topG -51.15 -30.86 -80.63 -47.39 -80.63 38.10 166.91 178.04 224.20
8 multin_zz1000_71001_barra_residualvolatility_topG -90.85 -70.57 -120.34 -87.10 -120.34 -1.60 127.20 138.33 184.49
9 multin_zz1000_71001_barra_momentum_topG -114.35 -94.06 -143.83 -110.60 -143.83 -25.10 103.71 114.83 161.00