Alexander Rossi has remained in complete shock after pulling off a surprise victory in the 100th running of the Indianapolis 500 on his debut after a perfectly judged fuel drive to clinch the historic win.

The first rookie Indy 500 winner in 15 years, the Andretti-Hertha driver didn't appear to be a contender lapping out of the front runners for much of the race, but a smart strategy call in the final quarter saw him cross the finish line with barely any fuel to spare.

Rossi, who spent part of last year racing in Formula 1 with Manor, says he's flabbergasted by the achievement considering he hadn't even lined up an entry into IndyCar and Indy 500 three months ago.

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"I have no idea how we pulled that off. We struggled a little bit in the pit stops but Bryan Herta came up with an unbelievable strategy. I can't believe we've done this," Rossi said. "In February I wasn't even thinking about Indy car, and now we've just won the Indy 500.

"I have to thank Michael Andretti and Bryan for giving me such a wonderful race car all month. We ran out [of fuel] in Turn 4 and we were clutching it and coasting it down the back straight. We knew it was going to be tight but Ryan [Hunter-Reay] helped give me a tow to the finish the last couple laps there and it was an amazing result."

With the traditional milk celebration at the end of the race at The Brickyard, Rossi joins a unique band of winners of the prestigious event and the American who left for Europe aged 16 to pursue his single-seater career says he's astonished to go down in IndyCar history.

"The milk tasted better than anything I've ever had. I will forever be a fan of milk!" Rossi beamed.