A little over a year ago, the Application Insights team re-introduced release annotations so that users would have the ability to correlate occurrences of app and services releases with their APM data. VSTS users can simply add a step to their release scripts to create annotations, and users leveraging third-party release engines can push release annotations to Application Insights by simply calling a Powershell script.
In the meantime, the VSTS team has been hard at work maturing continuous integration/deployment functionality in the VSTS release tools, as well as extending that functionality to many other platforms. As the concept of CI/CD continues to gain momentum and popularity in development shops around the world, the value of generating annotations for the associated tighter release cycle increases dramatically.
Read about it on the Azure blog.