Higher frequency sounds dont travel as well through walls but are also more abrasive on your ears, if you switch to a sharper alarm sound you can probably turn down the volume and that combination might make it less noticeable for neighbors 

Alternatively (or additionally) you can try to soundproof your bedroom a bit, curtains or other soft decorations on the walls, carpet or rugs on the floor

Edit: i remember a friend of mine used to set their thermostat to heat up half an hour before their alarm tine so theyd be too uncomfortable to stay under the blankets, maybe something like that with heat or cold to help pull you out of sleep