Preterm birth (PTB) is the leading cause of infant mortality globally. Research has focused on developing predictive models for PTB without prioritizing cost-effective interventions. Physical activity and sleep present unique opportunities for interventions in low- and middle-income populations (LMICs). However, objective measurement of physical activity and sleep remains challenging and self-reported metrics suffer from low-resolution and accuracy. In this study, we use physical activity data collected using a wearable device comprising over 181,944 h of data across N = 1083 patients. Using a new state-of-the art deep learning time-series classification architecture, we develop a ‘clock’ of healthy dynamics during pregnancy by using gestational age (GA) as a surrogate for progression of pregnancy. We also develop novel interpretability algorithms that integrate unsupervised clustering, model error analysis, feature attribution, and automated actigraphy analysis, allowing for model interpretation with respect to sleep, activity, and clinical variables. Our model performs significantly better than 7 other machine learning and AI methods for modeling the progression of pregnancy. We found that deviations from a normal ‘clock’ of physical activity and sleep changes during pregnancy are strongly associated with pregnancy outcomes. When our model underestimates GA, there are 0.52 fewer preterm births than expected (P = 1.01e − 67, permutation test) and when our model overestimates GA, there are 1.44 times (P = 2.82e − 39, permutation test) more preterm births than expected. Model error is negatively correlated with interdaily stability (P = 0.043, Spearman’s), indicating that our model assigns a more advanced GA when an individual’s daily rhythms are less precise. Supporting this, our model attributes higher importance to sleep periods in predicting higher-than-actual GA, relative to lower-than-actual GA (P = 1.01e − 21, Mann-Whitney U). Combining prediction and interpretability allows us to signal when activity behaviors alter the likelihood of preterm birth and advocates for the development of clinical decision support through passive monitoring and exercise habit and sleep recommendations, which can be easily implemented in LMICs.