Alpha particles, that is, Helium nuclei, are very much different to gamma rays, in that alpha particles have mass and charge. Gamma rays are electromagnetic rays and are hence massless and carry no charge. This means that gamma rays will not interact with other materials as much, and can quite easily pass through many materials without interacting or colliding with other atoms. This means that their ability to penetrate materials is vastly greater than that for alpha rays, as well as beta rays.
Alpha particles are massive and they are "larger" than gamma rays and are also much more massive (and larger) than beta rays$^1$, and they have twice the magnitude of charge than for beta rays, so they are more likely to collide as well as Coulomb interact with other atoms that make up a material. Again keeping in mind that gamma rays have neither charge or mass, so they will interact much less with matter than for alpha and beta rays.
As for an equation, the Bethe-Bloch equation "describes the mean energy loss per distance travelled of swift charged particles (protons, alpha particles, atomic ions) traversing matter".
Equations for gamma rays (they have energy that depends on their frequency), since they interact with matter via different mechanisms, cross-sections for each of the mechanisms must be computed and this is detailed here.
in high Exposure does this simple theory hold true?
Cosmic rays which are mostly protons and alpha particles, are ultra "high-energy protons and atomic nuclei that move through space at nearly the speed of light." In fact, these rays can have a penetration depth in the order 100-1,000 more than average beta rays and gamma rays.
So of course, if you have a very highly energetic beam of alpha particles, compared to a much weaker beam of beta rays and gamma rays, it is likely that the alpha rays will be more penetrating. This means that your assumption is correct.
Also, in the equations cited in the links above, you can see that the energy loss per unit depth is dependent on the incident (original energy before striking material) energy of the beam. In such cases, it may very well be that such highly energetic beams will require more than a sheet of paper.
The same could said about highly energetic gamma rays requiring thicker lead or concrete to increase the level of blocking. But the diagrams and information you have provided are generally true, in that they describe "usual energies" for such forms of radiation. But you are in fact correct in that the information you provided does not necessarily hold true for unusually high energy alpha rays, and gamma rays.
The exposure, and I take it that by this you mean the amount of incident particles, will not affect their penetration depth, as this is a property of individual particles.
But certainly if you mean human exposure, then a greater influx of radiation can be more harmful than a smaller flux, simply because a greater region is being exposed. The more cells that are struck, the more biological damage.
$^1$ Alpha particles are Helium nuclei, $He^{++}$ and have mass about four atomic mass units, where $$1\ amu \approx 1.66 \times 10^{-27} kg$$ where an amu is about the mass of a proton (or neutron).
Its charge is twice that for an electron. Note that beta rays can be positrons or electrons. An electron itself has charge $$q_e \approx -1.6 \times 10^{-19} C$$ which means the charge of an alpha particle $$q_{\alpha} \approx +3.2 \times 10^{-19}C$$
Alpha particles are about $2000$ more massive than beta particles.