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Comparisons of high-accuracy optical atomic clocks \cite{Ludlow2015} are essential for precision tests of fundamental physics \cite{Safronova2018}, relativistic geodesy \cite{McGrew2018, Grotti2018, Delva2019}, and the anticipated redefinition of the SI second \cite{Riehle2018}. The scientific reach of these applications is restricted by the statistical precision of interspecies comparison measurements. The instability of individual clocks is limited by the finite coherence time of the optical local oscillator (OLO), which bounds the maximum atomic interrogation time. In this letter, we experimentally demonstrate differential spectroscopy \cite{Hume2016}, a comparison protocol that enables interrogating beyond the OLO coherence time. By phase-coherently linking a zero-dead-time (ZDT) \cite{Schioppo2017} Yb optical lattice clock with an Al+ single-ion clock via an optical frequency comb and performing synchronised Ramsey spectroscopy, we show an improvement in comparison instability relative to our previous result \cite{network2020frequency} of nearly an order of magnitude. To our knowledge, this result represents the most stable interspecies clock comparison to date.