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Azure Active Directory audit logs (operations) and sign-in logs (authentication data) help you trace all changes and sign-in activity done within Azure AD. You can retrieve the data by logging into the Azure Portal. Alternatively, you can use a comprehensive AD auditing solution like ADAudit Plus that will make things simple for you.
This article compares the method of getting Azure AD reports through the Azure Portal and ADAudit Plus.
Why ADAudit Plus is the better solution for you?