The three types of radiation differ in how far they travel through materials, which is their penetration, and in how easily they knock electrons off atoms, which is called ionisation.
Alpha particles are big and carry a charge, so they collide with atoms very easily. They are stopped by a sheet of paper or a few centimetres of air. They are strongly ionising. Beta particles are much smaller and travel further. They pass through paper but are stopped by a few millimetres of aluminium. They are moderately ionising. Gamma rays have no mass and no charge, so they interact least with matter. They pass through paper and aluminium, and are only reduced by thick lead or very thick concrete. They are weakly ionising.
There is a pattern. The more strongly a radiation ionises, the less far it penetrates, because it loses its energy quickly as it ionises atoms along its path.