Alexa collects visit data from users who have installed Alexa Toolbar and generates statistics. Accordingly, on the basis of transitions between sites can accumulate information about links.
As for links, taking into account that the data is recorded only when a user transitions, it’s impossible to get a real picture of the link mass from Alexa. Sape and similar links will probably not be included in the statistics for one simple reason - visitors do not follow them.
Is there any point in messing around?
Do you have the Alexa Toolbar? I do not have. And I do not know friends who would use it. In RuNet, IMHO, Alexa Toolbar is not popular, which means there’s no point in bothering (confusion - tiring, unpleasant work, fuss).