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_20260326_151621
0 multin_zz1000_71001_barra_beta_botG 73.61 87.74 -69.29 58.62 -69.29 98.23 251.57 229.34 222.69
1 multin_zz1000_71001_barra_earningsyield_topG 66.10 80.22 -76.80 51.11 -76.80 90.71 244.06 221.82 215.17
2 multin_zz1000_71001_barra_liquidity_botG 46.08 60.20 -96.82 31.09 -96.82 70.70 224.04 201.80 195.16
3 multin_zz1000_71001_barra_btop_topG 40.65 54.77 -102.25 25.66 -102.25 65.27 218.61 196.37 189.73
4 multin_zz1000_71001_barra_size_topG -0.84 13.29 -143.74 -15.83 -143.74 23.78 177.12 154.89 148.24
5 multin_zz1000_71001_barra_leverage_topG -4.76 9.37 -147.65 -19.74 -147.65 19.86 173.21 150.97 144.32
6 multin_zz1000_71001_barra_growth_topG -5.49 8.63 -148.39 -20.48 -148.39 19.12 172.47 150.23 143.58
7 multin_zz1000_71001_barra_nonlinearsize_topG -7.89 6.24 -150.79 -22.88 -150.79 16.73 170.07 147.84 141.19
8 multin_zz1000_71001_barra_momentum_topG -8.25 5.88 -151.14 -23.23 -151.14 16.37 169.72 147.48 140.83
9 multin_zz1000_71001_barra_residualvolatility_topG -42.86 -28.74 -185.76 -57.85 -185.76 -18.25 135.10 112.86 106.21