Azure SQL Database Query Store collects detailed historical information about all queries, significantly reducing the time to diagnose and resolve performance issues. For example, Query Store can identify queries that used to perform well, but now perform poorly. You can use Query Store to analyze query plan changes for possible performance degradation or force the system to use a particular plan for your query.
Over the next couple of months, Query Store will be enabled as the main workload data recorder by default for all Azure SQL databases (existing and new). Data collected within Query Store improves the quality of your SQL database by providing a foundation for performance analysis and tuning features, such as Index Advisor and Query Performance Insight.
For more information about Query Store, visit the Monitoring Performance by Using the Query Store
documentation page or view the Query Store in SQL Server 2016