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_20260320_151612
0 multin_zz1000_71001_barra_size_topG 53.48 43.81 -105.74 -64.16 -105.74 200.11 252.49 173.29 175.42
1 multin_zz1000_71001_barra_earningsyield_topG 46.20 36.53 -113.02 -71.44 -113.01 192.83 245.21 166.01 168.14
2 multin_zz1000_71001_barra_btop_topG 11.32 1.65 -147.90 -106.32 -147.89 157.95 210.33 131.13 133.26
3 multin_zz1000_71001_barra_beta_botG 8.04 -1.63 -151.18 -109.60 -151.18 154.67 207.05 127.85 129.98
4 multin_zz1000_71001_barra_nonlinearsize_topG 4.18 -5.49 -155.03 -113.45 -155.03 150.81 203.19 124.00 126.12
5 multin_zz1000_71001_barra_liquidity_botG -10.37 -20.04 -169.59 -128.01 -169.59 136.26 188.64 109.44 111.57
6 multin_zz1000_71001_barra_leverage_topG -16.99 -26.66 -176.20 -134.63 -176.20 129.64 182.02 102.82 104.95
7 multin_zz1000_71001_barra_momentum_topG -33.38 -43.05 -192.59 -151.02 -192.59 113.25 165.63 86.43 88.56
8 multin_zz1000_71001_barra_growth_topG -49.65 -59.33 -208.87 -167.29 -208.87 96.97 149.35 70.16 72.28
9 multin_zz1000_71001_barra_residualvolatility_topG -114.95 -124.62 -274.16 -232.59 -274.16 31.68 84.06 4.86 6.99