Is there a way to export performance data in Azure Application Insights?
Yes, kind of. But not from there. You can use Application Insights Analytics for that.
You have to create a query there that shows what you need. You can then export the results to csv or render it as a chart and save that one.
An example query to get you started could be:
requests
| where timestamp >= ago(24h)
| summarize percentiles(duration, 95), count() by name
Queries are, once you get to know the language a bit, easy to write and you can get very interesting queries. Another performance example is
requests
| where timestamp >= ago(24h)
| summarize avg(duration), min(duration), max(duration), stdev(duration) , count() by name
| order by avg_duration desc
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