Privacy
There is very little to say, which is the point.
What is stored
For each short link: the destination, the date it was created and a single number — how many times it was opened. That's it.
What isn't
No cookies, no analytics scripts, no third-party embeds, no user profiles. The redirect doesn't know who you are and doesn't try to find out.
Server logs
The web server keeps standard access logs (IP address, time, requested path) for up to 14 days to deal with abuse, then they are rotated away.