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_20260402_151523
0 multin_zz1000_71001_barra_beta_botG 149.64 154.53 120.29 76.12 -32.32 137.98 -72.80 -244.82 -375.08
1 multin_zz1000_71001_barra_liquidity_botG 135.28 140.17 105.92 61.76 -46.69 123.62 -87.17 -259.19 -389.44
2 multin_zz1000_71001_barra_earningsyield_topG 109.06 113.95 79.70 35.54 -72.91 97.40 -113.39 -285.40 -415.66
3 multin_zz1000_71001_barra_btop_topG 46.31 51.20 16.96 -27.21 -135.65 34.65 -176.13 -348.15 -478.41
4 multin_zz1000_71001_barra_size_topG 46.09 50.99 16.74 -27.42 -135.87 34.43 -176.35 -348.37 -478.63
5 multin_zz1000_71001_barra_residualvolatility_topG 26.16 31.06 -3.19 -47.35 -155.80 14.50 -196.28 -368.30 -498.56
6 multin_zz1000_71001_barra_growth_topG 4.81 9.71 -24.54 -68.70 -177.15 -6.85 -217.63 -389.65 -519.91
7 multin_zz1000_71001_barra_nonlinearsize_topG -5.46 -0.56 -34.81 -78.97 -187.42 -17.12 -227.90 -399.92 -530.18
8 multin_zz1000_71001_barra_leverage_topG -15.67 -10.78 -45.02 -89.19 -197.63 -27.33 -238.11 -410.13 -540.39
9 multin_zz1000_71001_barra_momentum_topG -25.92 -21.03 -55.27 -99.44 -207.88 -37.58 -248.36 -420.38 -550.64