Are fast moving helium nucleus, consisting of 2 neutrons and 4 protons. 
They carry the positive charge, and is the heaviest among the three. 
Because they are the largest, they can be stopped by a single piece of paper, too... so they have the lowest penetration of objects. 

Alpha rays also have the highest ionizing power; since they carry the positive charge. 
They also has a very high diffraction in the air. 
They travel at 1/20th of the speed of light. 

Beta rays: 
Are fast moving electrons, thus they carry the negative charge. 
It is not as heavy as alpha, and it is also heavily than gamma rays. 
Beta rays are smaller than alpha, but bigger than gamma rays. 

They can penetrate more than a piece of paper, though they generally stop penetrating after passing through an aluminium sheet. 
Beta rays have a moderate ionizing power, since they carry the negative charge. 
They have a moderate diffraction in the air. 
They travel at almost the speed of light. 

Gamma rays: 
are photons, like light, thus they are neutral. 
It is the lightest among the three; since it does not carry any charges/proton/neutron/electron. 
Gamma rays has the highest penetrating power, as it does not diffract well in the air. 

They can penetrate at a larger area; and can be stopped by a thick lead block. 
Gamma rays have almost no ionizing power, as they carry no charges. 
Gamma rays travel at the speed of light. 

Hoped I helped! :)