There is a good article that talks about persistent storage options for AKS. You basically have 3 choices in Azure:

• Standard Managed Disk
• Premium Managed Disk
• Azure Files

If you only need one container to access the volume at a time, then you can leverage standard or premium disks based on your needs. However, if you need more two or more nodes to access the same directory, you have to use Azure Files – which is basically a file share. Today that is only available at a standard tier but there is a preview of Azure Files Premium which is based on SSDs.

When we create our container, we define the storage like this:

kind: StorageClass
apiVersion: storage.k8s.io/v1
metadata:
name: managed-premium-retain
provisioner: kubernetes.io/azure-disk
reclaimPolicy: Retain
parameters:
storageaccounttype: Premium_LRS
kind: Managed