This blog is a follow up to a previous blog I wrote about backing up Azure Analysis Services cubes in Azure, that blog can be found here. This blog shows how to implement a retention policy using PowerShell in Azure Runbooks to remove the backups after a set number of days. To create a new Runbook in the Azure portal, go to the relevant Automation account in the relevant resource group and then select Runbooks from the left hand pane. Note you will need to add the Az.Storage module to the automation account to be able to use some of the commands listed in this blog.
Click through for the process, including Powershell code to perform the task.