Hello @Torben Lund Pedersen ,
Welcome to Microsoft QnA.
To add to what Jimmy has mentioned above, there is a very powerful tool on Azure Portal under the VM tab called as Performance Insights. If you enable it then you can start generating the performance insights report, but the only catch here is that the Performance Insights report will be generated from the time it is enabled till a maximum window that you can manually set. This ofcourse will not help you in identifying the cause behind the drop in performance in the past, but it will help you in identifying which processes caused the drop in performance once you repro the same issue (but this time you have the performance insights enabled and it will generate a very verbose report).
Reference: https://learn.microsoft.com/en-us/troubleshoot/azure/virtual-machines/how-to-use-perfinsights
Hope that helps. If you have any questions further, please drop a reply/comment and tag me in your response. Thank you :)
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