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_20260330_151531
0 multin_zz1000_71001_barra_momentum_topG 57.48 66.29 87.61 107.14 87.61 34.34 246.82 324.50 374.13
1 multin_zz1000_71001_barra_nonlinearsize_topG -4.67 4.13 25.46 44.98 25.46 -27.81 184.66 262.34 311.97
2 multin_zz1000_71001_barra_liquidity_botG -7.05 1.76 23.08 42.60 23.08 -30.19 182.29 259.96 309.60
3 multin_zz1000_71001_barra_earningsyield_topG -12.85 -4.05 17.28 36.80 17.28 -35.99 176.48 254.16 303.79
4 multin_zz1000_71001_barra_growth_topG -14.45 -5.65 15.68 35.20 15.68 -37.59 174.88 252.56 302.19
5 multin_zz1000_71001_barra_residualvolatility_topG -28.56 -19.75 1.57 21.09 1.57 -51.70 160.78 238.45 288.09
6 multin_zz1000_71001_barra_size_topG -32.00 -23.20 -1.87 17.65 -1.87 -55.14 157.33 235.01 284.64
7 multin_zz1000_71001_barra_btop_topG -32.54 -23.73 -2.41 17.12 -2.41 -55.68 156.80 234.48 284.11
8 multin_zz1000_71001_barra_beta_botG -48.30 -39.49 -18.17 1.36 -18.17 -71.44 141.04 218.72 268.35
9 multin_zz1000_71001_barra_leverage_topG -57.97 -49.17 -27.84 -8.32 -27.84 -81.11 131.36 209.04 258.67