First, it’s important to understand that Alexa's estimated metrics and on-site analytics tools such as Google Analytics look at and measure two very different things.
On-site Analytics tools are meant to help webmasters learn about the visitors to their particular site, where they come from, which pages they visit, etc. It is an excellent tool for looking at one’s particular site. It’s like using a microscope on a site.
Alexa looks at traffic patterns across the web as a whole. Our traffic data are based on the past three months of global traffic according to our data sources. This helps us get an excellent portrait of how traffic is shaped across the web. It’s a great “big picture” analysis, like using a satellite in orbit to look at weather patterns across the globe. It is an excellent tool for comparing sites and understanding them in relation to one another, but it is not meant to serve as a tool for analyzing visitors’ behavior in depth at a particular site in the manner of Google Analytics.
This is especially true for sites that are ranked outside the top 100,000. We have limited data available for such sites, and because of that, our traffic estimates will not be as robust or reliable as they are for sites approaching #1 on the list. The closer to #1, the more data we have, and that means the better our statistics.
Note We do have an on-site analytics service that allows you to install an Alexa certify code on your site so that Alexa can directly measure your traffic. If you choose, you can show your directly measured visitors, pageviews, and ranks on your site’s Site Overview page. Learn more