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_20260403_170056
0 multin_zz1000_71001_barra_size_topG 25.86 4.59 131.85 -2.83 -85.94 200.27 545.04 534.26 485.48
1 multin_zz1000_71001_barra_momentum_topG 10.76 -10.52 116.75 -17.94 -101.05 185.16 529.93 519.15 470.38
2 multin_zz1000_71001_barra_growth_topG -46.98 -68.26 59.01 -75.68 -158.79 127.42 472.19 461.41 412.64
3 multin_zz1000_71001_barra_nonlinearsize_topG -50.26 -71.53 55.73 -78.95 -162.07 124.15 468.92 458.14 409.36
4 multin_zz1000_71001_barra_earningsyield_topG -78.57 -99.85 27.42 -107.27 -190.38 95.83 440.61 429.82 381.05
5 multin_zz1000_71001_barra_liquidity_botG -105.33 -126.61 0.66 -134.03 -217.14 69.07 413.85 403.06 354.29
6 multin_zz1000_71001_barra_residualvolatility_topG -123.70 -144.98 -17.71 -152.39 -235.51 50.71 395.48 384.70 335.92
7 multin_zz1000_71001_barra_btop_topG -129.67 -150.94 -23.68 -158.36 -241.47 44.74 389.51 378.73 329.95
8 multin_zz1000_71001_barra_beta_botG -139.59 -160.86 -33.60 -168.28 -251.39 34.82 379.59 368.81 320.03
9 multin_zz1000_71001_barra_leverage_topG -164.68 -185.95 -58.69 -193.37 -276.48 9.73 354.50 343.72 294.94