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_20260409_194404
0 multin_zz1000_71001_barra_momentum_topG 65.04 82.66 14.67 87.00 14.67 192.98 454.84 498.21 507.14
1 multin_zz1000_71001_barra_size_topG -23.93 -6.31 -74.30 -1.97 -74.30 104.01 365.87 409.24 418.17
2 multin_zz1000_71001_barra_nonlinearsize_topG -30.33 -12.71 -80.70 -8.37 -80.70 97.61 359.47 402.84 411.77
3 multin_zz1000_71001_barra_growth_topG -47.86 -30.24 -98.23 -25.90 -98.23 80.08 341.94 385.31 394.24
4 multin_zz1000_71001_barra_residualvolatility_topG -49.95 -32.33 -100.32 -27.99 -100.32 77.99 339.85 383.22 392.15
5 multin_zz1000_71001_barra_beta_botG -64.00 -46.39 -114.38 -42.05 -114.38 63.93 325.79 369.16 378.10
6 multin_zz1000_71001_barra_earningsyield_topG -70.20 -52.59 -120.57 -48.25 -120.57 57.73 319.59 362.96 371.90
7 multin_zz1000_71001_barra_btop_topG -103.93 -86.32 -154.30 -81.98 -154.30 24.00 285.86 329.23 338.17
8 multin_zz1000_71001_barra_leverage_topG -107.62 -90.01 -158.00 -85.67 -158.00 20.31 282.17 325.54 334.48
9 multin_zz1000_71001_barra_liquidity_botG -116.43 -98.82 -166.81 -94.48 -166.81 11.50 273.36 316.73 325.67