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Alexa has been around since 1996 which had eventually become a subsidiary of Amazon in 1999. It provides commercial web traffic data that is gathered in various ways including toolbars and browser extensions. Some of Alexa's most notable activities included the birth of Wayback Machine which allows you to previous historical versions of any website.
Today Alexa is calculated using a combination of average daily unique visitors and the estimated number of pageviews for any site in the last 3 months. The estimates provided by Alexa are rough estimates and is typically not a measurement used by most SEO's.
Check your Alexa Rank by entering your websites domain above and use the generated number in custom reports for clients.