One of the challenges associated with running your workloads in Azure SQL Database is the limited level of management oversight (when compared with databases hosted on full-fledged SQL Server instances) over its resources.
While you can easily scale it vertically by changing the associated service tier and performance level, you do not have, for example, the option of running SQL Server Profiler or Index Tuning Wizard, commonly used to evaluate, troubleshoot, and optimize database performance.
