Second, even if there were a true model, any sample period produces systematic
deviations from the model's predictions, that is, sample-specific patterns in
average returns that are due to chance. If an event sample is tilted toward
sample-specific patterns in average returns, a spurious anomaly can arise even
with risk adjustment using the true asset pricing model.

大致的意思可以看得懂,但是还是有点糊涂,其中的sample-specific patterns 到底是指什么

"sample-specific patterns in
average returns that are due to chance. If an event sample is tilted toward
sample-specific patterns in average returns,"有没有高手帮我翻译下这两句,谢谢啦