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_20260318_151753
0 multin_zz1000_71001_barra_momentum_topG 96.09 95.85 196.19 149.56 196.19 50.43 204.71 310.54 389.43
1 multin_zz1000_71001_barra_residualvolatility_topG 31.11 30.86 131.20 84.57 131.20 -14.55 139.73 245.56 324.45
2 multin_zz1000_71001_barra_growth_topG 25.33 25.09 125.43 78.80 125.43 -20.33 133.95 239.78 318.67
3 multin_zz1000_71001_barra_nonlinearsize_topG -30.23 -30.47 69.87 23.24 69.87 -75.89 78.39 184.22 263.11
4 multin_zz1000_71001_barra_size_topG -34.83 -35.08 65.26 18.63 65.26 -80.50 73.79 179.61 258.50
5 multin_zz1000_71001_barra_liquidity_botG -74.50 -74.75 25.59 -21.04 25.59 -120.17 34.12 139.94 218.83
6 multin_zz1000_71001_barra_leverage_topG -86.99 -87.23 13.11 -33.52 13.11 -132.65 21.63 127.46 206.35
7 multin_zz1000_71001_barra_earningsyield_topG -103.43 -103.67 -3.33 -49.96 -3.33 -149.09 5.20 111.02 189.91
8 multin_zz1000_71001_barra_beta_botG -104.69 -104.94 -4.60 -51.23 -4.60 -150.36 3.93 109.76 188.64
9 multin_zz1000_71001_barra_btop_topG -125.20 -125.44 -25.10 -71.73 -25.10 -170.86 -16.58 89.25 168.14