Comparisons of high-accuracy optical atomic clocks1are essential for precision tests of fundamental physics2, relativistic geodesy3–5and the anticipated redefinition of the second by the International System of Units6. The scientific reach of these applications is restricted by the statistical precision of comparison measurements between clocks realized with different atomic species. The instability of individual clocks is limited by the finite coherence time of the optical local oscillator, which bounds the maximum atomic interrogation time. Here we experimentally demonstrate differential spectroscopy7, a comparison protocol that enables interrogating times beyond the optical local oscillator coherence time. By phase coherently linking a zero-dead-time8Yb optical lattice clock with an Al+single-ion clock via an optical frequency comb and performing synchronized Ramsey spectroscopy, we show an improvement in comparison instability relative to previous results9of nearly an order of magnitude. This result represents one of the most stable interspecies clock comparisons to date.