Alpha radiation can only travel a few centi-metres in air and can be stopped (or absorbed) by a sheet of paper. Alpha particles can only penetrate a very thin sheet of paper and is totally blocked by the concrete. As these particles move through the air, it loses energy from the collisions with air molecules making it less penetrating.
On the other hand:
Beta radiation can travel a bit further, around tens of centi-metres in air so a thicker substance is required to absorb the radiation. It can be stopped by a thin sheet of aluminium.
Gamma radiation however can travel for many meters so it requires a material much thicker to absorb it.
