There’s some good information published on Azure disk performance. I think the most relevant portion is probably the bit about queue depths, here: https://docs.microsoft.com/en-us/azure/virtual-machines/windows/premium-storage-performance#queue-depth
And there’s a page here on how to use popular disk benchmarking tools to run tests with the necessary queue depth to get high throughput: https://docs.microsoft.com/en-us/azure/virtual-machines/windows/disks-benchmarks
In my experience, as long as you achieve appropriate queue depth (typically through multi-threading, but not necessarily) Azure Disks perform exactly as specified. [Disclaimer: I work for Microsoft in Azure Storage. But not in the Disks team]
