Perform the following in the Azure Console:

1. Go to Activity log
2. Click on Export
3. Set Retention (days) is set to 365 or 0
4. Select Save

Perform the following in Azure Command Line Interface 2.0:

1. Use the below command to set the Activity log Retention (days) to 365 or greater.
   az monitor log-profiles update –name <logProfileName> –setretentionPolicy.days=<number of days> retentionPolicy.enabled=true
2. Use the below command to store logs for forever (indefinitely).
   az monitor log-profiles update –name <logProfileName> –set retentionPolicy.days=0 retentionPolicy.enabled=false

References:

1. https://docs.microsoft.com/en-us/azure/monitoring-and-diagnostics/monitoring-archive-activity-log