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_20260313_151744
0 multin_zz1000_71001_barra_liquidity_botG 118.58 119.19 -23.58 15.64 -23.58 30.08 154.56 135.47 119.70
1 multin_zz1000_71001_barra_earningsyield_topG 117.08 117.70 -25.07 14.15 -25.07 28.59 153.06 133.97 118.21
2 multin_zz1000_71001_barra_btop_topG 112.73 113.35 -29.42 9.80 -29.42 24.24 148.72 129.62 113.86
3 multin_zz1000_71001_barra_beta_botG 99.93 100.54 -42.23 -3.00 -42.23 11.44 135.91 116.82 101.05
4 multin_zz1000_71001_barra_leverage_topG 73.84 74.45 -68.32 -29.09 -68.32 -14.65 109.82 90.73 74.96
5 multin_zz1000_71001_barra_size_topG 35.20 35.81 -106.96 -67.73 -106.96 -53.29 71.18 52.09 36.32
6 multin_zz1000_71001_barra_growth_topG 14.92 15.53 -127.24 -88.01 -127.24 -73.57 50.90 31.81 16.04
7 multin_zz1000_71001_barra_nonlinearsize_topG -2.30 -1.68 -144.45 -105.23 -144.45 -90.79 33.69 14.59 -1.17
8 multin_zz1000_71001_barra_momentum_topG -27.65 -27.04 -169.81 -130.59 -169.81 -116.15 8.33 -10.76 -26.53
9 multin_zz1000_71001_barra_residualvolatility_topG -49.66 -49.04 -191.81 -152.59 -191.81 -138.15 -13.67 -32.77 -48.53